Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPIGX (JPMorgan Strategic Inc Instl) | NA | -8.47% | -1.25% | 1.27% | 3.48% | NA | NA | … | … |
Data as of 03/30/2009, Common starting date is 01/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPIGX (JPMorgan Strategic Inc Instl) | 01/05/1998 | 03/30/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.47 | -1.25 | 1.27 | 3.48 | NA | NA | … | … | -1.73 | -7.55 | 0.83 | 5.89 | 4.82 | 6.34 | 8.78 | 4.91 | 4.07 | 7.33 | 2.56 | 2.30 |
| Sharpe Ratio | NA | -1.47 | -0.72 | -0.19 | 0.35 | NA | NA | … | … | -1.70 | -1.34 | -0.51 | 1.12 | 1.09 | 1.44 | 2.40 | 0.95 | 0.40 | 0.99 | -0.18 | -0.25 |
| Standard Deviation(%) | NA | 6.15 | 4.75 | 4.16 | 3.98 | NA | NA | … | … | 4.25 | 6.31 | 4.32 | 2.33 | 2.42 | 3.74 | 3.37 | 3.99 | 4.40 | 3.31 | 3.72 | 3.96 |
| Draw Down(%) | NA | 12.56 | 13.84 | 13.84 | 13.84 | NA | NA | … | … | 2.63 | 13.16 | 6.62 | 1.95 | 2.28 | 4.01 | 4.30 | 3.79 | 3.93 | 2.60 | 4.28 | 4.03 |
| Yield(%) | 0.00 | 5.35 | 5.55 | 5.34 | 5.69 | 4.11 | 3.09 | … | … | 0.25 | 6.01 | 5.72 | 6.10 | 4.82 | 5.03 | 5.09 | 6.00 | 7.36 | 8.60 | 6.66 | 6.61 |
Data as of 03/30/2009, Common starting date is 01/05/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPIGX (JPMorgan Strategic Inc Instl) |
-1.50%
Feb 2006 – Feb 2009 |
1.31%
Feb 2004 – Feb 2009 |
3.39%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPIGX (JPMorgan Strategic Inc Instl) |
8.19%
Jul 2002 – Jul 2005 |
6.70%
May 2000 – May 2005 |
4.72%
Feb 1998 – Feb 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart