JP Morgan Moderate
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in JP Morgan Moderate, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 23, 2023, the JP Morgan Moderate returned 6.39% Year-To-Date and 6.01% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.48% |
| JP Morgan Moderate | -0.90% | 2.45% | 6.39% | 10.80% | 5.70% | 6.01% |
| Portfolio components: | ||||||
VSIEX JPMorgan International Equity Fund | -0.29% | 1.80% | 6.84% | 24.28% | 3.70% | 3.65% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | -1.86% | -2.58% | -0.14% | 8.37% | 2.28% | 3.27% |
ICSH iShares Ultra Short-Term Bond ETF | 0.45% | 2.08% | 3.27% | 4.39% | 1.97% | 1.51% |
WOBDX JPMorgan Core Bond Fund | -0.60% | -3.58% | 0.29% | 0.31% | 0.74% | 1.38% |
VSEAX JPMorgan Small Cap Equity Fund | -2.84% | 1.15% | -0.25% | 7.84% | 3.51% | 6.62% |
JCMAX JPMorgan Mid Cap Equity Fund Class A | -2.24% | 4.54% | 3.11% | 9.84% | 6.96% | 8.87% |
JMUEX JPMorgan U.S. Equity Fund | -1.27% | 9.81% | 14.62% | 17.95% | 11.20% | 11.42% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICSH | WOBDX | JEMSX | VSIEX | VSEAX | JMUEX | JCMAX | |
|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.17 | 0.06 | 0.06 | 0.03 | 0.03 | 0.03 |
| WOBDX | 0.17 | 1.00 | -0.10 | -0.12 | -0.20 | -0.19 | -0.18 |
| JEMSX | 0.06 | -0.10 | 1.00 | 0.79 | 0.62 | 0.68 | 0.66 |
| VSIEX | 0.06 | -0.12 | 0.79 | 1.00 | 0.71 | 0.78 | 0.75 |
| VSEAX | 0.03 | -0.20 | 0.62 | 0.71 | 1.00 | 0.85 | 0.94 |
| JMUEX | 0.03 | -0.19 | 0.68 | 0.78 | 0.85 | 1.00 | 0.92 |
| JCMAX | 0.03 | -0.18 | 0.66 | 0.75 | 0.94 | 0.92 | 1.00 |
Dividend yield
JP Morgan Moderate granted a 3.81% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JP Morgan Moderate | 3.81% | 3.74% | 7.14% | 5.24% | 7.01% | 10.06% | 7.04% | 4.90% | 2.60% | 9.00% | 8.36% | 5.19% |
| Portfolio components: | ||||||||||||
VSIEX JPMorgan International Equity Fund | 2.49% | 2.66% | 6.92% | 1.28% | 3.48% | 4.23% | 1.94% | 2.15% | 2.39% | 3.33% | 1.74% | 2.17% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 0.37% | 0.37% | 3.81% | 0.10% | 0.79% | 0.92% | 0.41% | 0.69% | 0.72% | 1.13% | 0.24% | 0.57% |
ICSH iShares Ultra Short-Term Bond ETF | 4.05% | 1.70% | 0.44% | 1.27% | 2.77% | 2.39% | 1.52% | 1.00% | 0.61% | 0.52% | 0.00% | 0.00% |
WOBDX JPMorgan Core Bond Fund | 3.40% | 2.74% | 2.96% | 4.32% | 3.62% | 3.37% | 3.44% | 3.49% | 2.96% | 3.43% | 4.39% | 4.15% |
VSEAX JPMorgan Small Cap Equity Fund | 15.53% | 15.49% | 26.23% | 4.11% | 7.26% | 12.67% | 9.92% | 5.24% | 0.64% | 21.05% | 11.12% | 23.19% |
JCMAX JPMorgan Mid Cap Equity Fund Class A | 2.55% | 2.63% | 7.84% | 12.85% | 10.56% | 17.30% | 8.57% | 5.15% | 8.32% | 8.07% | 15.06% | 2.02% |
JMUEX JPMorgan U.S. Equity Fund | 4.54% | 5.14% | 11.33% | 7.75% | 12.59% | 20.13% | 13.70% | 8.16% | 2.01% | 18.11% | 15.78% | 7.60% |
Expense Ratio
The JP Morgan Moderate has a high expense ratio of 0.60%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 1.12 | ||||
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 0.22 | ||||
ICSH iShares Ultra Short-Term Bond ETF | 6.35 | ||||
WOBDX JPMorgan Core Bond Fund | -0.12 | ||||
VSEAX JPMorgan Small Cap Equity Fund | 0.14 | ||||
JCMAX JPMorgan Mid Cap Equity Fund Class A | 0.32 | ||||
JMUEX JPMorgan U.S. Equity Fund | 0.87 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the JP Morgan Moderate. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the JP Morgan Moderate is 21.63%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.63% | Nov 8, 2021 | 236 | Oct 14, 2022 | — | — | — |
| -20.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -12.49% | Apr 27, 2015 | 202 | Feb 11, 2016 | 143 | Sep 6, 2016 | 345 |
| -12% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
| -5.11% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
Volatility Chart
The current JP Morgan Moderate volatility is 2.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.