Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JVOBX (JPMorgan Value Opportunities B) | NA | 12.98% | 8.37% | 17.68% | 4.61% | NA | NA | … | … |
Data as of 02/14/2014, Common starting date is 01/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JVOBX (JPMorgan Value Opportunities B) | 01/08/2002 | 02/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.98 | 8.37 | 17.68 | 4.61 | NA | NA | … | … | 0.00 | 22.65 | 15.55 | -5.38 | 11.47 | 31.13 | -40.25 | -2.12 | 19.33 | 3.02 | 16.15 | 31.59 | -25.53 |
| Sharpe Ratio | NA | 1.18 | 0.46 | 0.77 | 0.16 | NA | NA | … | … | 0.00 | 1.97 | 1.04 | -0.21 | 0.56 | 0.97 | -0.86 | -0.30 | 1.69 | 0.08 | 1.43 | 0.93 | -0.97 |
| Standard Deviation(%) | NA | 11.00 | 18.25 | 21.14 | 23.30 | NA | NA | … | … | NA | 11.51 | 15.04 | 25.43 | 20.17 | 31.86 | 47.60 | 17.15 | 9.55 | 10.08 | 10.62 | 33.21 | 27.87 |
| Draw Down(%) | NA | 5.82 | 24.48 | 24.48 | 61.03 | NA | NA | … | … | 0.00 | 5.82 | 14.17 | 24.48 | 17.58 | 29.22 | 53.39 | 15.41 | 7.03 | 6.82 | 7.22 | 18.22 | 30.79 |
| Yield(%) | 0.00 | 0.16 | 0.44 | 0.81 | 3.51 | 3.14 | 2.36 | … | … | 0.00 | 0.17 | 0.51 | 0.71 | 0.41 | 0.94 | 1.02 | 11.07 | 3.78 | 2.21 | 14.25 | 23.46 | 0.00 |
Data as of 02/14/2014, Common starting date is 01/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOBX (JPMorgan Value Opportunities B) |
-18.15%
Feb 2006 – Feb 2009 |
-8.27%
Feb 2004 – Feb 2009 |
1.10%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOBX (JPMorgan Value Opportunities B) |
23.72%
Feb 2009 – Feb 2012 |
16.34%
Jan 2009 – Jan 2014 |
7.54%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart