Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRIRX (JPMORGAN REALTY INCOME FUND CLASS R5) | NA | 8.33% | 11.24% | 9.82% | 9.53% | 6.37% | NA | … | … |
Data as of 06/09/2022, Common starting date is 05/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRIRX (JPMORGAN REALTY INCOME FUND CLASS R5) | 05/17/2006 | 06/09/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.33 | 11.24 | 9.82 | 9.53 | 6.37 | NA | … | … | -5.35 | 29.54 | -3.99 | 30.33 | -7.02 | 4.12 | 4.48 | 3.05 | 31.11 | 0.96 | 16.76 | 10.96 | 28.26 | 32.43 | -42.30 | -14.46 | 24.74 |
| Sharpe Ratio | NA | 0.36 | 0.36 | 0.37 | 0.44 | NA | NA | … | … | -0.42 | 1.70 | -0.10 | 2.33 | -0.53 | 0.36 | 0.25 | 0.17 | 2.71 | 0.06 | 1.23 | 0.36 | 1.02 | 0.49 | -0.57 | -0.69 | 2.94 |
| Standard Deviation(%) | NA | 22.70 | 29.68 | 24.57 | 20.31 | NA | NA | … | … | 29.23 | 17.38 | 43.98 | 12.41 | 15.90 | 9.64 | 16.94 | 17.85 | 11.45 | 15.79 | 13.76 | 30.29 | 27.69 | 65.90 | 76.08 | 25.29 | 13.33 |
| Draw Down(%) | NA | 17.90 | 41.99 | 41.99 | 41.99 | NA | NA | … | … | 17.90 | 9.27 | 41.99 | 5.70 | 13.50 | 5.84 | 15.40 | 16.53 | 7.40 | 17.84 | 9.02 | 23.08 | 16.44 | 41.28 | 67.04 | 25.68 | 5.07 |
| Yield(%) | 0.00 | 19.15 | 11.35 | 8.36 | 8.09 | 5.42 | 5.24 | … | … | 10.10 | 11.05 | 4.03 | 10.86 | 2.27 | 1.17 | 8.11 | 6.21 | 5.53 | 5.18 | 2.76 | 2.12 | 2.76 | 3.92 | 3.70 | 20.87 | 23.07 |
Data as of 06/09/2022, Common starting date is 05/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRIRX (JPMORGAN REALTY INCOME FUND CLASS R5) |
-19.26%
Jun 2006 – Jun 2009 |
-2.71%
Sep 2006 – Sep 2011 |
3.69%
Jan 2007 – Jan 2017 |
5.59%
Jan 2007 – Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRIRX (JPMORGAN REALTY INCOME FUND CLASS R5) |
44.25%
Mar 2009 – Mar 2012 |
29.25%
Feb 2009 – Feb 2014 |
17.77%
Mar 2009 – Mar 2019 |
6.95%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart