Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSEBX (JPMorgan International Eq B) | NA | -65.85% | -21.89% | -12.75% | -6.15% | NA | NA | … | … |
Data as of 06/26/2015, Common starting date is 03/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSEBX (JPMorgan International Eq B) | 03/05/2002 | 06/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -65.73 | -65.85 | -21.89 | -12.75 | -6.15 | NA | NA | … | … | 8.81 | -8.92 | 13.44 | 18.80 | -12.67 | 5.37 | 31.19 | -69.24 | -15.60 | 15.76 | 7.86 | 16.97 | 30.11 | -13.64 |
| Sharpe Ratio | NA | -0.17 | 0.78 | 0.36 | -0.15 | NA | NA | … | … | 1.46 | -0.79 | 1.03 | 1.10 | -0.45 | 0.24 | 1.00 | -0.86 | -0.66 | 0.84 | 0.53 | 1.19 | 1.84 | -0.78 |
| Standard Deviation(%) | NA | 12.32 | 12.92 | 18.40 | 45.01 | NA | NA | … | … | 13.00 | 11.25 | 13.04 | 17.25 | 27.99 | 22.21 | 31.05 | 81.58 | 28.40 | 14.81 | 10.75 | 13.46 | 16.02 | 22.14 |
| Draw Down(%) | NA | 13.78 | 14.58 | 26.80 | 83.36 | NA | NA | … | … | 4.34 | 13.83 | 9.88 | 16.32 | 26.80 | 19.54 | 29.41 | 76.16 | 27.37 | 15.31 | 7.19 | 10.41 | 18.60 | 26.05 |
| Yield(%) | 0.00 | 1.73 | 1.66 | 1.54 | 7.38 | 6.39 | 4.79 | … | … | 0.14 | 1.92 | 0.91 | 1.33 | 1.16 | 0.83 | 1.83 | 27.35 | 24.67 | 5.80 | 2.31 | 0.54 | 0.57 | 0.26 |
Data as of 06/26/2015, Common starting date is 03/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSEBX (JPMorgan International Eq B) |
-16.44%
Feb 2006 – Feb 2009 |
-6.19%
May 2007 – May 2012 |
3.16%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSEBX (JPMorgan International Eq B) |
27.53%
Mar 2003 – Mar 2006 |
19.54%
Sep 2002 – Sep 2007 |
8.54%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart