Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGNBX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS B) | NA | -0.85% | 0.04% | -0.34% | -0.45% | NA | NA | … | … |
Data as of 06/26/2015, Common starting date is 06/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGNBX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS B) | 06/16/2003 | 06/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.85 | 0.04 | -0.34 | -0.45 | NA | NA | … | … | -2.21 | 0.95 | 3.51 | -0.76 | -1.08 | -5.31 | -1.01 | -1.49 | -7.20 | 4.13 | -0.10 | 1.66 | 2.09 |
| Sharpe Ratio | NA | -0.23 | 0.00 | -0.12 | -0.55 | NA | NA | … | … | -1.27 | 0.24 | 1.13 | -0.32 | -0.37 | -1.71 | -0.29 | -0.51 | -1.31 | 0.24 | -0.55 | 0.20 | 0.97 |
| Standard Deviation(%) | NA | 3.74 | 3.39 | 3.18 | 4.24 | NA | NA | … | … | 3.54 | 3.93 | 3.07 | 2.61 | 2.97 | 3.15 | 3.75 | 4.71 | 7.81 | 3.54 | 4.12 | 3.56 | 3.32 |
| Draw Down(%) | NA | 3.44 | 3.77 | 5.13 | 18.45 | NA | NA | … | … | 3.24 | 3.77 | 2.56 | 3.50 | 3.98 | 5.69 | 5.58 | 7.00 | 9.54 | 1.92 | 4.24 | 2.18 | 2.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.99 | 0.81 | 0.61 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.38 | 3.71 | 2.08 | 3.93 | 1.22 | 0.30 |
Data as of 06/26/2015, Common starting date is 06/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNBX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS B) |
-3.80%
Jun 2007 – Jun 2010 |
-2.69%
May 2007 – May 2012 |
-0.42%
Mar 2005 – Mar 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGNBX (JPMORGAN MULTI-CAP MARKET NEUTRAL FUND CLASS B) |
4.95%
Jul 2003 – Jul 2006 |
2.99%
Jul 2003 – Jul 2008 |
0.59%
Jul 2003 – Jul 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart