Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OEIAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS A) | NA | -16.35% | 2.84% | 2.17% | 5.79% | 0.97% | 5.26% | … | … |
Data as of 06/15/2022, Common starting date is 12/30/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OEIAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS A) | 12/30/1993 | 06/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.44 | -16.35 | 2.84 | 2.17 | 5.79 | 0.97 | 5.26 | … | … | -16.12 | 8.05 | 5.06 | 21.49 | -14.94 | 23.35 | 1.84 | 0.54 | -5.56 | 20.31 | 19.46 | -15.63 | 4.57 | 30.74 | -43.44 | 13.69 | 26.39 | 14.59 | 21.41 | 42.00 | -15.92 | -22.24 | -18.00 | 33.39 | 21.36 | 5.45 | 6.31 | 9.17 | 3.29 | 1.32 |
| Sharpe Ratio | NA | -0.94 | 0.11 | 0.08 | 0.32 | NA | NA | … | … | -1.55 | 0.62 | 0.16 | 1.88 | -1.22 | 2.97 | 0.09 | 0.03 | -0.45 | 1.50 | 1.08 | -0.55 | 0.19 | 1.03 | -1.03 | 0.60 | 1.63 | 1.16 | 1.44 | 2.81 | -0.88 | -1.40 | -1.44 | 2.32 | 0.90 | 0.14 | 0.37 | 0.48 | 0.03 | NA |
| Standard Deviation(%) | NA | 17.56 | 21.30 | 18.03 | 16.63 | NA | NA | … | … | 21.05 | 13.02 | 30.54 | 10.67 | 13.33 | 7.68 | 18.57 | 15.86 | 12.45 | 13.51 | 18.18 | 28.68 | 23.35 | 29.72 | 43.15 | 17.95 | 14.26 | 10.66 | 14.22 | 14.69 | 19.35 | 17.79 | 15.33 | 12.99 | 20.06 | 14.14 | 7.53 | 11.03 | 10.08 | 0.00 |
| Draw Down(%) | NA | 18.44 | 34.00 | 35.48 | 35.48 | NA | NA | … | … | 18.14 | 6.93 | 34.00 | 7.84 | 22.86 | 2.29 | 13.56 | 16.49 | 14.67 | 10.42 | 17.93 | 28.59 | 21.30 | 29.70 | 54.85 | 12.32 | 16.47 | 7.61 | 11.35 | 14.55 | 27.66 | 33.28 | 21.60 | 9.07 | 24.15 | 13.71 | 4.94 | 7.52 | 8.53 | 0.00 |
| Yield(%) | 0.00 | 3.65 | 2.83 | 2.74 | 5.26 | 2.93 | 5.51 | … | … | 0.00 | 4.09 | 0.93 | 3.21 | 2.75 | 2.88 | 2.26 | 3.18 | 17.81 | 3.97 | 2.62 | 2.16 | 2.35 | 2.00 | 7.76 | 8.02 | 3.00 | 1.78 | 1.83 | 1.28 | 0.91 | 0.57 | 0.78 | 1.67 | 7.85 | 3.86 | 1.63 | 1.35 | 0.66 | 0.30 |
Data as of 06/15/2022, Common starting date is 12/30/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OEIAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS A) |
-20.80%
Mar 2000 – Mar 2003 |
-8.64%
May 2007 – May 2012 |
-0.81%
Feb 1999 – Feb 2009 |
1.40%
May 2007 – May 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OEIAX (JPMORGAN INTERNATIONAL RESEARCH ENHANCED EQUITY FUND CLASS A) |
32.87%
Mar 2003 – Mar 2006 |
24.97%
Oct 2002 – Oct 2007 |
10.08%
Oct 1997 – Oct 2007 |
8.57%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart