Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OIEAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND SELECT CLASS) | NA | -16.08% | 3.11% | 2.44% | 6.05% | 1.23% | 5.53% | … | … |
Data as of 06/15/2022, Common starting date is 12/30/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OIEAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND SELECT CLASS) | 12/30/1992 | 06/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.47 | -16.08 | 3.11 | 2.44 | 6.05 | 1.23 | 5.53 | … | … | -16.26 | 12.77 | 5.31 | 21.84 | -14.77 | 23.70 | 2.07 | 0.79 | -5.34 | 20.71 | 19.70 | -15.43 | 4.84 | 31.06 | -43.30 | 13.98 | 26.70 | 14.85 | 21.65 | 42.45 | -16.27 | -21.97 | -17.63 | 33.42 | 21.57 | 5.69 | 6.59 | 9.27 | 3.58 | 29.39 | -0.20 |
| Sharpe Ratio | NA | -0.95 | 0.13 | 0.09 | 0.34 | NA | NA | … | … | -1.53 | 1.05 | 0.16 | 1.91 | -1.22 | 2.99 | 0.10 | 0.05 | -0.42 | 1.53 | 1.09 | -0.54 | 0.20 | 1.04 | -1.02 | 0.61 | 1.64 | 1.19 | 1.45 | 2.85 | -0.90 | -1.39 | -1.42 | 2.31 | 0.90 | 0.14 | 0.32 | 0.48 | 0.05 | 2.37 | NA |
| Standard Deviation(%) | NA | 17.20 | 21.17 | 17.94 | 16.59 | NA | NA | … | … | 21.45 | 12.14 | 30.56 | 10.66 | 13.34 | 7.73 | 18.57 | 15.85 | 12.60 | 13.52 | 18.18 | 28.67 | 23.32 | 29.72 | 43.27 | 17.94 | 14.26 | 10.62 | 14.24 | 14.64 | 19.42 | 17.78 | 15.38 | 12.99 | 20.09 | 14.15 | 9.11 | 11.07 | 9.79 | 11.44 | 0.00 |
| Draw Down(%) | NA | 18.31 | 33.94 | 35.10 | 35.10 | NA | NA | … | … | 18.31 | 6.29 | 33.94 | 7.80 | 22.67 | 2.28 | 13.60 | 16.41 | 14.61 | 10.46 | 17.89 | 28.46 | 21.23 | 29.69 | 54.74 | 12.31 | 16.47 | 7.58 | 11.32 | 14.52 | 27.82 | 33.12 | 21.38 | 9.08 | 24.07 | 13.61 | 5.58 | 7.45 | 8.40 | 8.61 | 0.20 |
| Yield(%) | 0.00 | 3.86 | 3.35 | 3.05 | 5.57 | 3.08 | 5.86 | … | … | 0.00 | 4.33 | 1.92 | 3.51 | 2.92 | 2.66 | 2.56 | 3.47 | 17.95 | 4.20 | 2.87 | 2.41 | 2.57 | 2.24 | 7.91 | 8.22 | 3.22 | 1.98 | 2.07 | 1.54 | 0.29 | 0.68 | 1.04 | 1.93 | 8.10 | 4.11 | 2.06 | 1.37 | 0.71 | 0.94 | 0.10 |
Data as of 06/15/2022, Common starting date is 12/30/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OIEAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND SELECT CLASS) |
-20.71%
Mar 2000 – Mar 2003 |
-8.42%
May 2007 – May 2012 |
-0.62%
Feb 1999 – Feb 2009 |
1.65%
May 2007 – May 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OIEAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND SELECT CLASS) |
33.19%
Mar 2003 – Mar 2006 |
25.29%
Oct 2002 – Oct 2007 |
10.29%
Oct 1997 – Oct 2007 |
9.24%
Jan 1993 – Jan 2008 |
Annualized Rolling Returns Comparison Chart