Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRNCX (JPMORGAN REAL RETURN FUND CLASS C) | NA | -2.37% | -3.24% | 1.14% | 2.06% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 09/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRNCX (JPMORGAN REAL RETURN FUND CLASS C) | 09/08/2005 | 09/30/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | -2.37 | -3.24 | 1.14 | 2.06 | NA | NA | … | … | -1.57 | 1.16 | -10.67 | 2.52 | 8.51 | 3.37 | 5.98 | -9.67 | 3.33 | -3.72 | -2.52 |
| Sharpe Ratio | NA | -0.48 | -0.81 | -0.09 | -0.21 | NA | NA | … | … | -0.36 | 0.27 | -1.90 | 0.48 | 1.29 | 0.56 | 0.78 | -0.98 | 0.06 | -1.69 | -2.23 |
| Standard Deviation(%) | NA | 5.58 | 5.34 | 5.69 | 6.37 | NA | NA | … | … | 5.93 | 4.20 | 5.62 | 5.18 | 6.57 | 5.88 | 7.58 | 10.82 | 5.16 | 4.16 | 4.65 |
| Draw Down(%) | NA | 5.27 | 14.63 | 14.63 | 20.33 | NA | NA | … | … | 5.18 | 4.50 | 11.55 | 3.29 | 3.26 | 5.74 | 4.05 | 20.33 | 4.61 | 4.73 | 3.41 |
| Yield(%) | 0.00 | 0.32 | 1.09 | 1.72 | 2.49 | 1.66 | 1.24 | … | … | 0.00 | 0.64 | 0.83 | 3.06 | 3.48 | 1.85 | 3.31 | 4.11 | 4.67 | 2.83 | 1.12 |
Data as of 09/30/2015, Common starting date is 09/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRNCX (JPMORGAN REAL RETURN FUND CLASS C) |
-2.96%
Aug 2012 – Aug 2015 |
1.38%
Aug 2010 – Aug 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRNCX (JPMORGAN REAL RETURN FUND CLASS C) |
10.95%
Nov 2008 – Nov 2011 |
6.27%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart