Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRUCX (JPMorgan Russia C) | NA | 1.26% | -5.72% | 7.94% | 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 |
|---|---|---|
| JRUCX (JPMorgan Russia C) | 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 (%) | 0.57 | 1.26 | -5.72 | 7.94 | NA | NA | NA | … | … | 0.19 | 19.95 | -35.77 | 31.82 | 154.79 | -78.37 | 42.01 |
| Sharpe Ratio | NA | 0.03 | -0.23 | 0.19 | NA | NA | NA | … | … | 0.01 | 0.90 | -1.09 | 1.09 | 3.24 | -1.19 | 2.62 |
| Standard Deviation(%) | NA | 17.29 | 25.48 | 40.81 | NA | NA | NA | … | … | 17.40 | 22.26 | 32.89 | 29.13 | 47.68 | 66.67 | 18.93 |
| Draw Down(%) | NA | 19.34 | 47.46 | 53.61 | NA | NA | NA | … | … | 19.34 | 25.67 | 47.46 | 22.56 | 29.09 | 82.92 | 15.84 |
| Yield(%) | 0.00 | 0.30 | 0.08 | 0.09 | 0.46 | 0.31 | 0.23 | … | … | 0.00 | 0.34 | 0.00 | 0.00 | 0.00 | 0.00 | 4.42 |
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 |
|---|---|---|---|---|
| JRUCX (JPMorgan Russia C) |
-14.45%
Jun 2007 – Jun 2010 |
-14.10%
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 |
|---|---|---|---|---|
| JRUCX (JPMorgan Russia C) |
47.16%
Feb 2009 – Feb 2012 |
0.35%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart