Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTEAX (JPMorgan Tax Aware US Equity A) | NA | 10.11% | -1.85% | 1.42% | NA | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 11/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTEAX (JPMorgan Tax Aware US Equity A) | 11/26/2001 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.11 | -1.85 | 1.42 | NA | NA | NA | … | … | -3.28 | 13.07 | 30.60 | -34.50 | 1.05 | 16.24 | 1.09 | 9.12 | 24.41 | -23.90 | -0.82 |
| Sharpe Ratio | NA | 0.57 | -0.07 | 0.01 | NA | NA | NA | … | … | -0.58 | 0.68 | 1.11 | -0.86 | -0.13 | 1.32 | -0.11 | 0.76 | 1.45 | -0.99 | -0.65 |
| Standard Deviation(%) | NA | 17.67 | 30.37 | 25.69 | NA | NA | NA | … | … | 14.59 | 18.97 | 27.48 | 41.12 | 15.83 | 9.82 | 9.78 | 10.81 | 16.30 | 25.37 | 14.67 |
| Draw Down(%) | NA | 11.61 | 48.95 | 53.43 | NA | NA | NA | … | … | 11.61 | 16.67 | 25.32 | 45.89 | 10.79 | 7.67 | 6.39 | 6.83 | 13.18 | 33.40 | 4.02 |
| Yield(%) | 0.00 | 0.85 | 0.86 | 3.43 | 2.02 | 1.35 | 1.01 | … | … | 0.11 | 0.84 | 1.18 | 1.13 | 12.12 | 0.96 | 0.68 | 0.94 | 0.55 | 0.35 | 0.00 |
Data as of 05/18/2011, Common starting date is 11/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTEAX (JPMorgan Tax Aware US Equity A) |
-14.50%
Feb 2006 – Feb 2009 |
-7.18%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTEAX (JPMorgan Tax Aware US Equity A) |
14.09%
Mar 2003 – Mar 2006 |
12.92%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart