Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ONEBX (JPMorgan Investor Growth & Income B) | NA | 4.56% | 1.50% | 0.90% | 0.45% | 0.30% | NA | … | … |
Data as of 06/26/2015, Common starting date is 10/02/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ONEBX (JPMorgan Investor Growth & Income B) | 10/02/1997 | 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 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.56 | 1.50 | 0.90 | 0.45 | 0.30 | NA | … | … | 44.99 | 6.41 | 19.55 | 12.73 | -1.99 | 11.01 | 26.84 | -27.99 | 5.64 | 11.79 | 4.20 | 9.46 | 22.62 | -15.20 | -5.44 | 0.52 | 10.92 | 17.87 | 0.00 |
| Sharpe Ratio | NA | 0.91 | 0.24 | 0.13 | 0.05 | NA | NA | … | … | 0.01 | 0.76 | 2.35 | 1.37 | -0.12 | 0.85 | 1.46 | -1.13 | 0.24 | 1.14 | 0.28 | 1.10 | 2.11 | -1.00 | -0.56 | -0.24 | 0.74 | 1.23 | -0.33 |
| Standard Deviation(%) | NA | 47.80 | 47.80 | 47.80 | 47.80 | NA | NA | … | … | 47.80 | 8.39 | 8.30 | 9.35 | 16.97 | 12.91 | 18.35 | 25.56 | 10.77 | 7.51 | 7.24 | 7.72 | 10.41 | 16.37 | 14.19 | 14.55 | 10.38 | 11.84 | 0.00 |
| Draw Down(%) | NA | 2.56 | 2.56 | 2.56 | 2.56 | NA | NA | … | … | 2.56 | 6.36 | 5.56 | 8.05 | 16.11 | 11.33 | 18.00 | 37.43 | 7.08 | 6.74 | 5.83 | 5.85 | 9.13 | 23.89 | 20.27 | 10.16 | 8.70 | 13.98 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/26/2015, Common starting date is 10/02/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONEBX (JPMorgan Investor Growth & Income B) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONEBX (JPMorgan Investor Growth & Income B) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart