Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JURRX (JPMorgan US Real Estate R5) | NA | -0.79% | 7.06% | 15.89% | NA | NA | NA | … | … |
Data as of 12/23/2013, Common starting date is 05/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JURRX (JPMorgan US Real Estate R5) | 05/17/2006 | 12/23/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.79 | 7.06 | 15.89 | NA | NA | NA | … | … | -0.91 | 15.58 | 5.84 | 30.93 | 25.21 | -39.26 | -17.45 | 24.69 |
| Sharpe Ratio | NA | -0.04 | 0.33 | 0.43 | NA | NA | NA | … | … | -0.06 | 1.11 | 0.19 | 1.11 | 0.37 | -0.54 | -0.80 | 2.71 |
| Standard Deviation(%) | NA | 15.46 | 21.06 | 36.84 | NA | NA | NA | … | … | 15.53 | 14.08 | 30.04 | 27.80 | 67.89 | 74.50 | 25.69 | 14.36 |
| Draw Down(%) | NA | 17.50 | 22.90 | 45.34 | NA | NA | NA | … | … | 17.50 | 9.05 | 22.90 | 15.81 | 45.34 | 65.54 | 28.14 | 5.26 |
| Yield(%) | 0.00 | 1.68 | 7.07 | 8.14 | 4.45 | 2.97 | 2.23 | … | … | 1.66 | 16.60 | 1.80 | 2.96 | 2.95 | 2.42 | 7.16 | 15.98 |
Data as of 12/23/2013, Common starting date is 05/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JURRX (JPMorgan US Real Estate R5) |
-20.31%
Jun 2006 – Jun 2009 |
-3.87%
Nov 2006 – Nov 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JURRX (JPMorgan US Real Estate R5) |
44.36%
Mar 2009 – Mar 2012 |
18.63%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart