Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/14/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JVOAX (JPMorgan Value Opportunities A) | NA | 13.12% | 8.82% | 18.28% | 5.18% | NA | NA | 6.07% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JVOAX (JPMorgan Value Opportunities A) | 01/08/2002 | 02/14/2014 |
The return data shown below all have the same latest date: 02/14/2014.
AR inception is since 01/08/2002.
AR inception is since 01/08/2002.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.12 | 8.82 | 18.28 | 5.18 | NA | NA | 6.07 | 0.00 | 22.93 | 16.11 | -4.87 | 12.50 | 31.70 | -39.92 | -1.64 | 19.90 | 3.65 | 17.15 | 32.68 | -11.63 |
| Sharpe Ratio | NA | 1.19 | 0.48 | 0.80 | 0.18 | NA | NA | 0.21 | 0.00 | 1.99 | 1.08 | -0.19 | 0.61 | 0.99 | -0.85 | -0.27 | 1.75 | 0.15 | 1.52 | 0.95 | -0.55 |
| Standard Deviation(%) | NA | 10.98 | 18.18 | 21.14 | 23.33 | NA | NA | 24.14 | NA | 11.48 | 15.03 | 25.29 | 20.22 | 31.90 | 47.81 | 17.15 | 9.55 | 10.07 | 10.66 | 33.56 | 23.50 |
| Draw Down(%) | NA | 5.80 | 24.25 | 24.25 | 60.70 | NA | NA | 60.70 | 0.00 | 5.80 | 14.01 | 24.25 | 17.48 | 29.17 | 53.19 | 15.19 | 6.97 | 6.81 | 7.13 | 18.43 | 27.94 |
| Yield(%) | 0.00 | 0.48 | 0.93 | 1.79 | 4.02 | 4.39 | 3.29 | 5.48 | 0.00 | 0.50 | 1.14 | 1.28 | 1.45 | 1.55 | 1.61 | 11.39 | 4.20 | 2.80 | 14.91 | 23.96 | 13.58 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOAX (JPMorgan Value Opportunities A) |
-17.75%
Feb 2006 - Feb 2009 |
-7.74%
Feb 2004 - Feb 2009 |
3.43%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVOAX (JPMorgan Value Opportunities A) |
24.51%
Feb 2009 - Feb 2012 |
17.46%
Sep 2002 - Sep 2007 |
8.19%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart