Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSEBX (JPMorgan Small Cap Equity B) | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 06/21/1996, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSEBX (JPMorgan Small Cap Equity B) | 06/21/1996 | 06/21/1996 |
| 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 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | NA | NA | NA | NA | … | … | 6.52 | 6.48 | 35.10 | 17.17 | 2.11 | 25.37 | 31.08 | -27.63 | 2.87 | 17.71 | 11.88 | 22.79 | 35.39 | -17.95 | -7.02 | 12.64 | 13.16 | 2.62 | 16.89 | 0.00 |
| Sharpe Ratio | NA | 0.81 | 1.53 | 0.99 | 0.48 | NA | NA | … | … | 1.21 | 0.48 | 2.89 | 1.24 | 0.08 | 1.23 | 1.12 | -0.72 | -0.01 | 1.01 | 0.68 | 1.41 | 2.13 | -0.82 | -0.44 | 0.30 | 0.65 | -0.03 | -2.67 | 0.95 |
| Standard Deviation(%) | NA | 12.23 | 12.62 | 17.36 | 21.69 | NA | NA | … | … | 11.49 | 13.41 | 12.14 | 13.97 | 27.05 | 20.48 | 27.55 | 39.51 | 17.48 | 14.31 | 14.22 | 15.45 | 16.27 | 23.13 | 21.55 | 28.85 | 15.18 | 22.21 | 14.30 | 0.00 |
| Draw Down(%) | NA | 10.58 | 10.58 | 24.56 | 49.15 | NA | NA | … | … | 3.64 | 10.58 | 5.82 | 9.01 | 24.56 | 16.70 | 22.35 | 44.50 | 12.56 | 12.25 | 9.80 | 10.13 | 12.51 | 30.12 | 23.41 | 14.51 | 15.28 | 38.35 | 15.27 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.00 |
Data as of 06/21/1996, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSEBX (JPMorgan Small Cap Equity 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 |
|---|---|---|---|---|
| VSEBX (JPMorgan Small Cap Equity B) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart