Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSPRX (JPMorgan Strategic Preservation R5) | NA | 2.13% | 4.08% | 3.72% | NA | NA | NA | … | … |
Data as of 02/13/2015, Common starting date is 07/16/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSPRX (JPMorgan Strategic Preservation R5) | 07/16/2009 | 02/13/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.13 | 4.08 | 3.72 | NA | NA | NA | … | … | 0.00 | 2.47 | 9.96 | 1.26 | 0.75 | 4.49 | 2.37 |
| Sharpe Ratio | NA | 0.70 | 1.12 | 1.09 | NA | NA | NA | … | … | 0.00 | 0.73 | 2.06 | 0.51 | 0.20 | 1.59 | 2.01 |
| Standard Deviation(%) | NA | 3.02 | 3.63 | 3.45 | NA | NA | NA | … | … | 0.00 | 3.37 | 4.81 | 2.37 | 3.62 | 2.77 | 2.54 |
| Draw Down(%) | NA | 4.18 | 4.60 | 4.60 | NA | NA | NA | … | … | 0.00 | 4.18 | 4.60 | 2.89 | 2.84 | 2.12 | 0.88 |
| Yield(%) | 0.00 | 0.00 | 2.03 | 2.80 | 1.44 | 0.96 | 0.72 | … | … | 0.00 | 0.00 | 3.28 | 2.93 | 7.67 | 0.00 | 0.00 |
Data as of 02/13/2015, Common starting date is 07/16/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSPRX (JPMorgan Strategic Preservation R5) |
1.85%
Nov 2009 – Nov 2012 |
3.66%
Nov 2009 – Nov 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSPRX (JPMorgan Strategic Preservation R5) |
4.53%
Feb 2011 – Feb 2014 |
3.93%
Oct 2009 – Oct 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart