Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRUAX (JPMorgan Russia A) | NA | 1.83% | -5.20% | 8.51% | NA | NA | NA | … | … |
Data as of 10/07/2013, Common starting date is 03/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRUAX (JPMorgan Russia A) | 03/05/2007 | 10/07/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.65 | 1.83 | -5.20 | 8.51 | NA | NA | NA | … | … | 0.56 | 20.64 | -35.46 | 32.41 | 155.96 | -78.24 | 42.66 |
| Sharpe Ratio | NA | 0.06 | -0.21 | 0.21 | NA | NA | NA | … | … | 0.04 | 0.93 | -1.08 | 1.11 | 3.27 | -1.19 | 2.67 |
| Standard Deviation(%) | NA | 17.23 | 25.45 | 40.74 | NA | NA | NA | … | … | 17.32 | 22.28 | 32.86 | 29.13 | 47.64 | 66.49 | 18.93 |
| Draw Down(%) | NA | 19.25 | 47.32 | 53.52 | NA | NA | NA | … | … | 19.25 | 25.63 | 47.32 | 22.53 | 29.05 | 82.87 | 15.86 |
| Yield(%) | 0.00 | 0.98 | 0.27 | 0.29 | 0.53 | 0.35 | 0.27 | … | … | 0.00 | 1.12 | 0.00 | 0.00 | 0.00 | 0.00 | 4.55 |
Data as of 10/07/2013, Common starting date is 03/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRUAX (JPMorgan Russia A) |
-14.04%
Jun 2007 – Jun 2010 |
-13.67%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRUAX (JPMorgan Russia A) |
47.95%
Feb 2009 – Feb 2012 |
0.86%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart