Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRUSX (JPMorgan Russia Select) | NA | 2.05% | -4.98% | 8.78% | 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 |
|---|---|---|
| JRUSX (JPMorgan Russia Select) | 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 (%) | 0.55 | 2.05 | -4.98 | 8.78 | NA | NA | NA | … | … | 0.74 | 20.90 | -35.28 | 32.77 | 157.04 | -78.20 | 42.84 |
| Sharpe Ratio | NA | 0.07 | -0.20 | 0.21 | NA | NA | NA | … | … | 0.05 | 0.95 | -1.07 | 1.12 | 3.29 | -1.19 | 2.68 |
| Standard Deviation(%) | NA | 17.35 | 25.46 | 40.80 | NA | NA | NA | … | … | 17.41 | 22.25 | 32.93 | 29.13 | 47.67 | 66.53 | 18.97 |
| Draw Down(%) | NA | 19.09 | 47.28 | 53.41 | NA | NA | NA | … | … | 19.09 | 25.56 | 47.28 | 22.45 | 28.93 | 82.84 | 15.84 |
| Yield(%) | 0.00 | 1.11 | 0.31 | 0.35 | 0.54 | 0.36 | 0.27 | … | … | 0.00 | 1.28 | 0.00 | 0.00 | 0.00 | 0.04 | 4.43 |
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 |
|---|---|---|---|---|
| JRUSX (JPMorgan Russia Select) |
-13.78%
Jun 2007 – Jun 2010 |
-13.44%
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 |
|---|---|---|---|---|
| JRUSX (JPMorgan Russia Select) |
48.32%
Feb 2009 – Feb 2012 |
1.15%
Sep 2008 – Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart