JMNSX
JPMorgan Research Market Neutral-I
$15.59
-0.02 (-0.13%)
Currency in USD / Last Updated: 7/9/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 267.34M |
| 52 Week High | 15.63 |
| 52 Week Low | 13.566 |
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Key Data
| Symbol | JMNSX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 15.59 |
| Price Yesterday | 15.61 |
| Market Cap | 267.34 |
| YTD Return | 9.10% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 1000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0264 |
Overview
| 52 Week High | 15.63 |
|---|---|
| 52 Week Low | 13.57 |
| Market Cap | 267.34M |
| Shares Outstanding | 17.15M |
| Income Dividend Yield | 2.51% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.51% |
Returns Annualized
| One Day | -27.63% |
|---|---|
| Five Days | 21.48% |
| One Months | 17.69% |
| Three Months | 17.63% |
| Six Months | 19.89% |
| Nine Months | 17.10% |
| One Year | 14.19% |
| Three Years | 7.58% |
| Five Years | 6.64% |
| Ten Years | 3.73% |
| YTD | 18.41% |
| Since Inception | 2.51% |
Returns Total
| One Day | -0.13% |
|---|---|
| Five Days | 0.39% |
| One Month | 1.30% |
| Three Months | 4.07% |
| Six Months | 9.33% |
| Nine Months | 12.42% |
| One Year | 14.18% |
| Three Years | 24.38% |
| Five Years | 37.82% |
| Ten Years | 44.05% |
| YTD | 9.10% |
| Since Inception | 43.82% |
Yearly Returns
| 2024 | 9.10% |
|---|---|
| 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 | 3.17% |
|---|---|
| Beta | 0.24 |
| Correlation | 71.02% |
| Downside Deviation | 0.17% |
| Coefficient of determination | 50.44% |
| Standard Deviation | 1.10% |
| Sharpe Ratio | -3.83 |
| Sortino | -85.1 |
| Treynor | 36.44 |
| Ulcer Index | 0.38 |
| Ulcer Performance Index | -38.03 |