Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMECX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS C) | NA | -7.33% | 10.17% | 7.70% | 10.92% | 7.15% | 8.15% | … | … |
Data as of 05/16/2022, Common starting date is 03/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMECX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS C) | 03/30/1999 | 05/16/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.33 | 10.17 | 7.70 | 10.92 | 7.15 | 8.15 | … | … | -11.26 | 10.06 | 9.01 | 23.67 | -13.86 | 13.70 | 20.59 | -1.90 | 8.56 | 35.07 | 16.06 | -3.12 | 23.53 | 33.12 | -36.06 | 2.29 | 12.53 | 10.01 | 17.40 | 35.05 | -15.58 | 0.68 | 1.35 | -9.96 |
| Sharpe Ratio | NA | -0.37 | 0.33 | 0.28 | 0.52 | NA | NA | … | … | -1.22 | 0.41 | 0.20 | 1.47 | -0.91 | 1.22 | 1.23 | -0.13 | 0.63 | 2.62 | 1.04 | -0.10 | 1.04 | 0.98 | -0.84 | -0.04 | 0.64 | 0.57 | 1.15 | 2.11 | -0.69 | -0.08 | -0.10 | -0.46 |
| Standard Deviation(%) | NA | 19.77 | 29.37 | 24.55 | 20.24 | NA | NA | … | … | 22.93 | 24.37 | 43.33 | 15.12 | 16.64 | 10.73 | 16.44 | 15.41 | 13.67 | 13.36 | 15.51 | 31.79 | 22.43 | 33.60 | 43.80 | 17.46 | 14.48 | 13.76 | 14.25 | 16.25 | 24.21 | 21.95 | 27.35 | 35.03 |
| Draw Down(%) | NA | 13.48 | 43.47 | 43.53 | 43.53 | NA | NA | … | … | 12.59 | 18.25 | 43.47 | 9.49 | 25.25 | 5.82 | 11.93 | 13.06 | 10.99 | 6.55 | 11.89 | 27.17 | 19.01 | 29.98 | 52.81 | 14.20 | 12.68 | 8.57 | 10.80 | 13.92 | 32.83 | 24.17 | 17.27 | 28.18 |
| Yield(%) | 0.00 | 18.82 | 12.24 | 11.28 | 12.91 | 7.83 | 9.49 | … | … | 6.11 | 16.31 | 5.24 | 8.24 | 13.49 | 13.53 | 12.86 | 19.35 | 13.84 | 11.79 | 7.07 | 7.98 | 0.06 | 0.81 | 3.34 | 15.09 | 8.96 | 9.87 | 1.82 | 0.00 | 0.22 | 0.45 | 0.05 | 0.21 |
Data as of 05/16/2022, Common starting date is 03/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMECX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS C) |
-17.56%
Feb 2006 – Feb 2009 |
-6.00%
Feb 2004 – Feb 2009 |
-0.70%
Jun 1999 – Jun 2009 |
5.25%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMECX (JPMORGAN MARKET EXPANSION ENHANCED INDEX FUND CLASS C) |
29.58%
Feb 2009 – Feb 2012 |
25.70%
Feb 2009 – Feb 2014 |
16.18%
Feb 2009 – Feb 2019 |
11.25%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart