JMNSX
JPMorgan Research Market Neutral-I
$15.04
0.00 (0.00%)
Currency in USD / Last Updated: 4/18/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 250.102M |
| 52 Week High | 15.04 |
| 52 Week Low | 13.255 |
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Key Data
| Symbol | JMNSX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 15.04 |
| Price Yesterday | 15.04 |
| Market Cap | 250.10 |
| YTD Return | 5.25% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 1000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0249 |
Overview
| 52 Week High | 15.04 |
|---|---|
| 52 Week Low | 13.26 |
| Market Cap | 250.10M |
| Shares Outstanding | 16.63M |
| Income Dividend Yield | 2.60% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.60% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 10.60% |
| One Months | 20.25% |
| Three Months | 20.69% |
| Six Months | 18.13% |
| Nine Months | 12.95% |
| One Year | 13.32% |
| Three Years | 5.75% |
| Five Years | 6.49% |
| Ten Years | 3.56% |
| YTD | 18.77% |
| Since Inception | 2.30% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.20% |
| One Month | 1.62% |
| Three Months | 4.81% |
| Six Months | 8.61% |
| Nine Months | 9.61% |
| One Year | 13.30% |
| Three Years | 18.25% |
| Five Years | 36.86% |
| Ten Years | 41.78% |
| YTD | 5.25% |
| Since Inception | 38.73% |
Yearly Returns
| 2024 | 5.25% |
|---|---|
| 2023 | 11.33% |
| 2022 | -2.08% |
| 2021 | 4.01% |
| 2020 | 12.25% |
| 2019 | 1.22% |
| 2018 | 2.19% |
| 2017 | 5.68% |
| 2016 | -2.17% |
| 2015 | -3.79% |
Risk against SP-DA
| Alpha | 5.71% |
|---|---|
| Beta | 0.13 |
| Correlation | 39.03% |
| Downside Deviation | 0.17% |
| Coefficient of determination | 15.23% |
| Standard Deviation | 1.13% |
| Sharpe Ratio | -2.35 |
| Sortino | -55.55 |
| Treynor | 61.07 |
| Ulcer Index | 0.4 |
| Ulcer Performance Index | -23.02 |