Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMNCX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS C) | -3.92% | -2.74% | 5.84% | 4.98% | 3.11% | 1.64% | NA | … | … |
Data as of 06/08/2026, Common starting date is 11/04/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMNCX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS C) | 11/04/2009 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | -2.74 | 5.84 | 4.98 | 3.11 | 1.64 | NA | … | … | -3.92 | 2.90 | 13.66 | 10.45 | -2.76 | 3.22 | 2.64 | 0.41 | 1.47 | 4.87 | -2.97 | -4.54 | 2.41 | 1.22 | 3.48 | -7.90 | -1.94 | -1.32 |
| Sharpe Ratio | NA | -1.67 | 0.60 | 0.58 | 0.26 | NA | NA | … | … | -3.09 | 0.00 | 2.78 | 1.98 | -0.82 | 0.46 | 0.22 | -0.23 | 0.02 | 1.24 | -0.84 | -1.32 | 0.82 | 0.43 | 1.12 | -2.48 | -0.74 | -2.14 |
| Standard Deviation(%) | NA | 3.28 | 3.84 | 4.19 | 5.46 | NA | NA | … | … | 3.75 | 4.17 | 3.61 | 3.47 | 5.13 | 6.95 | 10.88 | 4.63 | 4.13 | 3.41 | 3.81 | 3.45 | 2.93 | 2.74 | 3.08 | 3.20 | 2.76 | 3.85 |
| Draw Down(%) | NA | 4.73 | 4.73 | 7.70 | 14.81 | NA | NA | … | … | 4.00 | 3.03 | 1.48 | 1.13 | 7.12 | 5.42 | 11.66 | 5.10 | 4.29 | 2.02 | 5.05 | 5.10 | 2.81 | 2.04 | 3.94 | 9.09 | 3.38 | 2.04 |
| Yield(%) | 0.00 | 2.60 | 3.74 | 2.41 | 3.51 | 2.32 | 1.65 | … | … | 0.00 | 2.63 | 5.53 | 2.75 | 0.00 | 0.00 | 0.00 | 21.02 | 1.00 | 3.02 | 0.00 | 0.00 | 2.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/08/2026, Common starting date is 11/04/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNCX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS C) |
-2.23%
Dec 2009 – Dec 2012 |
-1.83%
Feb 2011 – Feb 2016 |
-0.42%
Dec 2009 – Dec 2019 |
1.36%
Mar 2010 – Mar 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMNCX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS C) |
9.89%
Jun 2022 – Jun 2025 |
5.67%
Jan 2021 – Jan 2026 |
3.35%
Apr 2016 – Apr 2026 |
1.79%
Jul 2010 – Jul 2025 |
Annualized Rolling Returns Comparison Chart