Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTEBX (JPMorgan Tax Aware US Equity B) | NA | 9.72% | -2.26% | 0.98% | 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 |
|---|---|---|
| JTEBX (JPMorgan Tax Aware US Equity B) | 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 | 9.72 | -2.26 | 0.98 | NA | NA | NA | … | … | -3.38 | 12.71 | 29.97 | -34.83 | 0.54 | 15.69 | 0.59 | 8.55 | 23.87 | -24.25 | -0.71 |
| Sharpe Ratio | NA | 0.55 | -0.08 | -0.01 | NA | NA | NA | … | … | -0.60 | 0.67 | 1.09 | -0.87 | -0.16 | 1.27 | -0.16 | 0.71 | 1.42 | -1.00 | -0.56 |
| Standard Deviation(%) | NA | 17.63 | 30.35 | 25.69 | NA | NA | NA | … | … | 14.68 | 18.90 | 27.54 | 41.07 | 15.86 | 9.82 | 9.79 | 10.77 | 16.28 | 25.37 | 14.97 |
| Draw Down(%) | NA | 11.68 | 49.19 | 53.76 | NA | NA | NA | … | … | 11.68 | 16.55 | 25.37 | 46.16 | 10.85 | 7.64 | 6.40 | 7.06 | 13.28 | 33.62 | 4.05 |
| Yield(%) | 0.00 | 0.17 | 0.50 | 3.03 | 1.66 | 1.10 | 0.83 | … | … | 0.00 | 0.41 | 0.66 | 0.77 | 11.75 | 0.43 | 0.18 | 0.45 | 0.19 | 0.14 | 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 |
|---|---|---|---|---|
| JTEBX (JPMorgan Tax Aware US Equity B) |
-14.93%
Feb 2006 – Feb 2009 |
-7.65%
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 |
|---|---|---|---|---|
| JTEBX (JPMorgan Tax Aware US Equity B) |
13.54%
Mar 2003 – Mar 2006 |
12.36%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart