Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTARX (JPMORGAN TAX AWARE REAL RETURN SMA FUND SMA) | NA | -19.57% | -5.79% | -3.17% | -0.56% | NA | NA | … | … |
Data as of 12/16/2019, Common starting date is 06/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTARX (JPMORGAN TAX AWARE REAL RETURN SMA FUND SMA) | 06/04/2007 | 12/16/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -23.36 | -19.57 | -5.79 | -3.17 | -0.56 | NA | NA | … | … | 4.69 | -1.53 | 3.12 | 1.96 | 1.23 | 0.73 | -3.53 | 5.26 | 7.45 | 0.95 | 11.26 | -8.28 | 2.50 |
| Sharpe Ratio | NA | 1.75 | 0.98 | 0.61 | 0.66 | NA | NA | … | … | 1.92 | -1.53 | 1.39 | 0.65 | 0.42 | 0.32 | -0.96 | 2.14 | 2.18 | 0.34 | 2.62 | -1.26 | 0.57 |
| Standard Deviation(%) | NA | 1.81 | 1.79 | 2.24 | 2.61 | NA | NA | … | … | 1.79 | 1.86 | 1.80 | 2.69 | 2.83 | 2.26 | 3.73 | 2.46 | 3.40 | 2.58 | 4.26 | 7.30 | 2.78 |
| Draw Down(%) | NA | 0.81 | 2.11 | 3.01 | 7.67 | NA | NA | … | … | 0.81 | 3.12 | 1.28 | 2.67 | 3.01 | 4.23 | 7.24 | 1.82 | 3.51 | 2.91 | 4.23 | 14.60 | 1.49 |
| Yield(%) | 0.00 | 2.31 | 2.62 | 2.69 | 2.62 | 1.83 | 1.37 | … | … | 1.98 | 2.90 | 2.69 | 2.74 | 3.25 | 3.00 | 2.62 | 2.35 | 2.64 | 2.49 | 0.00 | 0.00 | 0.00 |
Data as of 12/16/2019, Common starting date is 06/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTARX (JPMORGAN TAX AWARE REAL RETURN SMA FUND SMA) |
-1.07%
Nov 2012 – Nov 2015 |
0.26%
Nov 2012 – Nov 2017 |
1.70%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTARX (JPMORGAN TAX AWARE REAL RETURN SMA FUND SMA) |
6.51%
Nov 2008 – Nov 2011 |
4.40%
Nov 2008 – Nov 2013 |
2.88%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart