Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRLRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R5) | NA | 7.63% | 2.71% | 1.88% | NA | NA | NA | … | … |
Data as of 12/28/2017, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRLRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R5) | 04/07/2011 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.63 | 2.71 | 1.88 | NA | NA | NA | … | … | 7.33 | 7.80 | -5.86 | 0.69 | -0.29 | 3.18 | -1.94 |
| Sharpe Ratio | NA | 1.90 | 0.48 | 0.35 | NA | NA | NA | … | … | 1.83 | 1.28 | -1.04 | 0.17 | -0.07 | 0.69 | -0.30 |
| Standard Deviation(%) | NA | 3.68 | 5.19 | 4.91 | NA | NA | NA | … | … | 3.68 | 5.92 | 5.67 | 3.93 | 4.91 | 4.57 | 8.80 |
| Draw Down(%) | NA | 2.28 | 11.50 | 13.30 | NA | NA | NA | … | … | 2.28 | 3.70 | 9.56 | 5.31 | 6.50 | 3.91 | 7.68 |
| Yield(%) | 0.00 | 5.70 | 3.13 | 2.66 | 1.46 | 0.98 | 0.73 | … | … | 5.08 | 1.67 | 2.03 | 2.12 | 2.28 | 1.40 | 0.90 |
Data as of 12/28/2017, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R5) |
-2.52%
Jan 2013 – Jan 2016 |
-0.18%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRLRX (JPMORGAN DIVERSIFIED REAL RETURN FUND CLASS R5) |
2.51%
Sep 2011 – Sep 2014 |
1.89%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart