Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTECX (JPMorgan Tax Aware US Equity C) | NA | 9.63% | -2.27% | 0.97% | 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 |
|---|---|---|
| JTECX (JPMorgan Tax Aware US Equity C) | 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 | 9.63 | -2.27 | 0.97 | NA | NA | NA | … | … | -3.46 | 12.86 | 29.86 | -34.81 | 0.53 | 15.69 | 0.57 | 8.64 | 23.89 | -24.33 | -0.71 |
| Sharpe Ratio | NA | 0.55 | -0.08 | -0.01 | NA | NA | NA | … | … | -0.62 | 0.67 | 1.08 | -0.87 | -0.16 | 1.27 | -0.16 | 0.72 | 1.43 | -1.00 | -0.56 |
| Standard Deviation(%) | NA | 17.45 | 30.09 | 25.32 | NA | NA | NA | … | … | 14.38 | 18.93 | 27.48 | 41.11 | 15.84 | 9.80 | 9.79 | 10.77 | 16.28 | 25.40 | 14.95 |
| Draw Down(%) | NA | 11.70 | 49.17 | 53.75 | NA | NA | NA | … | … | 11.70 | 16.55 | 25.37 | 46.14 | 10.83 | 7.66 | 6.41 | 7.00 | 13.31 | 33.61 | 4.05 |
| Yield(%) | 0.00 | 0.31 | 0.59 | 3.10 | 1.70 | 1.13 | 0.85 | … | … | 0.00 | 0.60 | 0.79 | 0.81 | 11.82 | 0.46 | 0.22 | 0.46 | 0.23 | 0.15 | 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 |
|---|---|---|---|---|
| JTECX (JPMorgan Tax Aware US Equity C) |
-14.93%
Feb 2006 – Feb 2009 |
-7.64%
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 |
|---|---|---|---|---|
| JTECX (JPMorgan Tax Aware US Equity C) |
13.55%
Mar 2003 – Mar 2006 |
12.36%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart