Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JVOCX (JPMorgan Value Opportunities C) | NA | 12.92% | 8.37% | 17.67% | NA | NA | NA | … | … |
Data as of 02/14/2014, Common starting date is 03/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JVOCX (JPMorgan Value Opportunities C) | 03/01/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.92 | 8.37 | 17.67 | NA | NA | NA | … | … | 0.00 | 22.59 | 15.53 | -5.34 | 11.53 | 31.05 | -40.30 | -1.98 | 19.35 | 2.31 |
| Sharpe Ratio | NA | 1.18 | 0.46 | 0.77 | NA | NA | NA | … | … | 0.00 | 1.97 | 1.04 | -0.21 | 0.56 | 0.97 | -0.86 | -0.29 | 1.69 | 0.05 |
| Standard Deviation(%) | NA | 10.93 | 18.26 | 21.20 | NA | NA | NA | … | … | NA | 11.44 | 15.01 | 25.64 | 20.33 | 31.88 | 47.70 | 17.13 | 9.56 | 10.25 |
| Draw Down(%) | NA | 5.83 | 24.47 | 24.47 | NA | NA | NA | … | … | 0.00 | 5.83 | 14.10 | 24.47 | 17.56 | 29.19 | 53.39 | 15.40 | 7.02 | 6.82 |
| Yield(%) | 0.00 | 0.27 | 0.52 | 0.90 | 2.20 | 1.47 | 1.10 | … | … | 0.00 | 0.29 | 0.57 | 0.75 | 0.39 | 1.00 | 1.02 | 11.05 | 3.75 | 2.14 |
Data as of 02/14/2014, Common starting date is 03/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOCX (JPMorgan Value Opportunities C) |
-18.14%
Feb 2006 – Feb 2009 |
-5.65%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOCX (JPMorgan Value Opportunities C) |
23.70%
Feb 2009 – Feb 2012 |
16.33%
Jan 2009 – Jan 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart