Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRNSX (JPMORGAN DIVERSIFIED REAL RETURN FUND SELECT CLASS) | NA | 7.52% | 2.61% | 1.79% | NA | NA | NA | … | … |
Data as of 12/28/2017, Common starting date is 04/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRNSX (JPMORGAN DIVERSIFIED REAL RETURN FUND SELECT CLASS) | 04/01/2011 | 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 | 7.52 | 2.61 | 1.79 | NA | NA | NA | … | … | 7.17 | 7.72 | -5.89 | 0.60 | -0.38 | 3.03 | -1.38 |
| Sharpe Ratio | NA | 1.90 | 0.46 | 0.33 | NA | NA | NA | … | … | 1.82 | 1.27 | -1.05 | 0.15 | -0.08 | 0.65 | -0.21 |
| Standard Deviation(%) | NA | 3.62 | 5.17 | 4.92 | NA | NA | NA | … | … | 3.63 | 5.91 | 5.65 | 3.93 | 5.02 | 4.60 | 8.64 |
| Draw Down(%) | NA | 2.22 | 11.60 | 13.44 | NA | NA | NA | … | … | 2.22 | 3.78 | 9.64 | 5.33 | 6.57 | 3.91 | 7.74 |
| Yield(%) | 0.00 | 5.09 | 2.88 | 2.48 | 1.38 | 0.92 | 0.69 | … | … | 4.49 | 1.59 | 1.94 | 2.03 | 2.21 | 1.33 | 0.88 |
Data as of 12/28/2017, Common starting date is 04/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRNSX (JPMORGAN DIVERSIFIED REAL RETURN FUND SELECT CLASS) |
-2.61%
Jan 2013 – Jan 2016 |
-0.29%
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 |
|---|---|---|---|---|
| JRNSX (JPMORGAN DIVERSIFIED REAL RETURN FUND SELECT CLASS) |
2.41%
Nov 2014 – Nov 2017 |
1.79%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart