JPMorgan Strategic Income Opportunities Fund
Provider: Exchange
| Annualised Return | 3.96% |
| Realised Volatility | 3.5% |
| Downside Volatility | 3.1% |
| Max Drawdown | -4.99% |
| Winning months | 76.41% |
| Sharpe Ratio | 1.13 |
| Sortino Ratio | 1.28 |
| Calmar Ratio | 0.79 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.46% | 0.46% | 0.36% | 0.81% | 0.45% | 0.36% | 0.27% | 0.27% | 0.44% | 0.35% | 0.26% | 0.26% | 4.86% |
| 2023 | 0.48% | 0.48% | -0.1% | 0.38% | 0.57% | 0.57% | 0.47% | 0.56% | 0.56% | 0.46% | 0.28% | 0.55% | 5.41% |
| 2022 | 0% | -0.29% | -0.19% | 0.29% | -0.49% | -0.1% | 0% | 0.49% | 0% | 0% | 0.1% | 0.58% | 0.39% |
| 2021 | 0.29% | 0% | 0% | 0.1% | 0.1% | 0.1% | 0% | 0.1% | 0.1% | 0% | -0.1% | 0% | 0.68% |
| 2020 | 0.3% | -0.1% | -3.86% | 1.75% | 1.32% | 0.5% | 0.6% | 0.4% | 0.1% | 0.2% | 0.29% | 0.2% | 1.59% |
| 2019 | 1.24% | 0.61% | 0.2% | 0.61% | -0.1% | 0.3% | 0.4% | -0.1% | 0.2% | 0% | 0.2% | 0.3% | 3.92% |
| 2018 | 0.52% | -0.21% | -0.1% | 0.52% | 0% | 0.31% | 0.41% | 0.31% | 0.31% | -0.31% | -0.2% | -0.82% | 0.73% |
| 2017 | 0.86% | 0.75% | -0.21% | 0.42% | 0.53% | 0.1% | 0.52% | -0.21% | 0.42% | 0% | 0% | 0.21% | 3.44% |
| 2016 | -0.82% | 0% | 2.01% | 2.09% | 0.57% | 0.56% | 1.46% | 1.33% | 0.55% | 0.11% | -0.11% | 1.09% | 9.14% |
| 2015 | 0% | 0.92% | -0.23% | 0.57% | 0.11% | -0.45% | -0.23% | -0.68% | -1.03% | 0% | 0% | -1.16% | -2.18% |
| 2014 | 0.23% | 0.46% | 0.11% | -0.11% | 0% | 0.23% | -0.23% | 0.11% | -0.23% | -0.11% | -0.11% | -0.23% | 0.11% |
| 2013 | 0.95% | 0.12% | 0.35% | 0.58% | 0.12% | -0.69% | 0.35% | -0.12% | 0.35% | 0.58% | 0.23% | 0.11% | 2.96% |
| 2012 | 1.15% | 1.26% | 0.25% | 0.5% | -0.5% | 1.12% | 0.74% | 0.73% | 0.85% | 0.6% | 0.36% | 0.83% | 8.18% |
| 2011 | 1.02% | 0.89% | 0% | 0.5% | 0% | -0.37% | -0.63% | -1.77% | -2.31% | 2.76% | -0.77% | 0.77% | 0% |
| 2010 | 0.54% | -0.13% | 1.07% | 0.8% | -1.18% | 0% | 1.07% | 0% | 1.05% | 1.17% | -0.39% | 1.16% | 5.25% |
| 2009 | -0.96% | -0.65% | 0.49% | 3.89% | 3.59% | 2.41% | 2.79% | 1.57% | 2.11% | 0.83% | 0.41% | 1.23% | 19.07% |
| 2008 | 1.84% | -4.43% | 7.22% | 4.35% |