Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRNSX (JPMORGAN REAL RETURN FUND SELECT CLASS) | NA | -1.61% | -2.49% | 1.95% | 2.88% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 09/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRNSX (JPMORGAN REAL RETURN FUND SELECT CLASS) | 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 (%) | 0.10 | -1.61 | -2.49 | 1.95 | 2.88 | NA | NA | … | … | -0.92 | 1.13 | -10.33 | 3.14 | 9.02 | 3.43 | 6.27 | -9.49 | 3.64 | -3.31 | -2.52 |
| Sharpe Ratio | NA | -0.45 | -0.74 | -0.02 | -0.16 | NA | NA | … | … | -0.21 | 0.26 | -1.83 | 0.60 | 1.37 | 0.57 | 0.80 | -0.97 | 0.12 | -1.55 | -2.22 |
| Standard Deviation(%) | NA | 5.56 | 5.33 | 5.69 | 6.39 | NA | NA | … | … | 5.83 | 4.31 | 5.68 | 5.18 | 6.56 | 5.83 | 7.70 | 10.76 | 5.21 | 4.28 | 4.68 |
| Draw Down(%) | NA | 5.11 | 13.69 | 13.69 | 20.18 | NA | NA | … | … | 4.74 | 4.75 | 11.63 | 3.22 | 3.12 | 5.67 | 4.01 | 20.18 | 4.68 | 4.62 | 3.51 |
| Yield(%) | 0.00 | 0.90 | 1.43 | 2.14 | 2.97 | 1.98 | 1.49 | … | … | 0.00 | 1.35 | 1.26 | 3.27 | 3.93 | 2.76 | 3.83 | 4.64 | 5.16 | 3.22 | 1.24 |
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 |
|---|---|---|---|---|
| RRNSX (JPMORGAN REAL RETURN FUND SELECT CLASS) |
-2.21%
Aug 2012 – Aug 2015 |
2.17%
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 |
|---|---|---|---|---|
| RRNSX (JPMORGAN REAL RETURN FUND SELECT CLASS) |
11.88%
Nov 2008 – Nov 2011 |
7.15%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart