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JP Morgan Moderate
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


WOBDX 39%ICSH 2%JMUEX 35.1%VSIEX 14.7%JCMAX 4.1%JEMSX 3%VSEAX 2.1%BondBondEquityEquity
PositionCategory/SectorWeight
ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed

2%

JCMAX
JPMorgan Mid Cap Equity Fund Class A
Mid Cap Blend Equities

4.10%

JEMSX
JPMorgan Emerging Markets Equity Fund Class I
Emerging Markets Equities

3%

JMUEX
JPMorgan U.S. Equity Fund
Large Cap Blend Equities

35.10%

VSEAX
JPMorgan Small Cap Equity Fund
Small Cap Blend Equities

2.10%

VSIEX
JPMorgan International Equity Fund
Foreign Large Cap Equities

14.70%

WOBDX
JPMorgan Core Bond Fund
Intermediate Core Bond

39%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.96%
15.10%
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 2013, corresponding to the inception date of ICSH

Returns By Period

As of Jun 15, 2024, the JP Morgan Moderate returned 6.68% Year-To-Date and 6.81% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
JP Morgan Moderate6.68%0.48%7.96%12.41%8.21%6.81%
VSIEX
JPMorgan International Equity Fund
5.09%-2.84%7.99%8.51%6.96%4.47%
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
4.64%-2.28%6.95%3.01%2.80%3.50%
ICSH
iShares Ultra Short-Term Bond ETF
2.43%0.47%2.73%5.88%2.43%1.91%
WOBDX
JPMorgan Core Bond Fund
0.74%1.13%1.26%3.56%0.56%1.69%
VSEAX
JPMorgan Small Cap Equity Fund
-0.26%-3.82%1.68%6.84%6.84%7.01%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
3.12%-3.75%4.86%12.13%10.00%9.31%
JMUEX
JPMorgan U.S. Equity Fund
15.36%2.16%16.67%26.09%17.16%12.93%

Monthly Returns

The table below presents the monthly returns of JP Morgan Moderate, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.17%2.58%2.42%-3.18%2.92%6.68%
20235.66%-2.30%2.44%0.97%-0.71%3.20%1.72%-1.77%-3.60%-1.91%6.77%4.62%15.50%
2022-4.10%-2.07%-0.17%-6.10%0.14%-5.06%5.22%-3.47%-6.67%2.94%6.49%-3.20%-15.81%
2021-0.70%1.12%0.96%3.50%0.66%0.66%1.63%1.42%-3.13%3.91%-1.18%2.40%11.60%
20200.66%-3.50%-8.03%7.82%3.25%2.37%4.19%3.44%-1.98%-1.21%7.61%3.07%17.84%
20195.55%1.81%1.66%2.52%-2.82%4.52%0.23%-0.04%0.71%1.74%1.82%2.01%21.28%
20183.17%-3.16%-0.97%-0.05%0.78%-0.25%2.03%1.00%0.18%-5.18%1.55%-4.17%-5.31%
20172.01%1.87%0.76%1.31%1.47%0.01%1.71%0.33%1.20%1.48%1.40%1.02%15.54%
2016-3.25%-0.59%4.49%0.80%0.94%-0.14%2.95%0.42%0.37%-1.25%0.85%0.68%6.22%
2015-0.19%3.04%-0.45%0.47%0.92%-1.52%0.74%-3.96%-1.81%4.45%-0.15%-3.30%-2.05%
2014-1.82%3.14%0.05%0.28%1.78%1.23%-0.93%2.12%-1.73%1.50%1.31%-0.54%6.44%
20132.51%2.51%

Expense Ratio

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.


Expense ratio chart for VSEAX: current value at 1.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.27%
Expense ratio chart for JCMAX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for JEMSX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for VSIEX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for JMUEX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for WOBDX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for ICSH: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JP Morgan Moderate is 42, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JP Morgan Moderate is 4242
JP Morgan Moderate
The Sharpe Ratio Rank of JP Morgan Moderate is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of JP Morgan Moderate is 5050Sortino Ratio Rank
The Omega Ratio Rank of JP Morgan Moderate is 5050Omega Ratio Rank
The Calmar Ratio Rank of JP Morgan Moderate is 2828Calmar Ratio Rank
The Martin Ratio Rank of JP Morgan Moderate is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


JP Morgan Moderate
Sharpe ratio
The chart of Sharpe ratio for JP Morgan Moderate, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for JP Morgan Moderate, currently valued at 2.55, compared to the broader market-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for JP Morgan Moderate, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for JP Morgan Moderate, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.000.97
Martin ratio
The chart of Martin ratio for JP Morgan Moderate, currently valued at 4.96, compared to the broader market0.0010.0020.0030.0040.0050.004.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VSIEX
JPMorgan International Equity Fund
0.811.221.140.502.20
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
0.290.511.060.090.67
ICSH
iShares Ultra Short-Term Bond ETF
13.5138.248.4085.22585.20
WOBDX
JPMorgan Core Bond Fund
0.650.971.110.261.79
VSEAX
JPMorgan Small Cap Equity Fund
0.500.811.090.311.30
JCMAX
JPMorgan Mid Cap Equity Fund Class A
1.081.581.190.653.03
JMUEX
JPMorgan U.S. Equity Fund
2.383.421.422.3510.24

Sharpe Ratio

The current JP Morgan Moderate Sharpe ratio is 1.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.32, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of JP Morgan Moderate with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.71
2.14
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

JP Morgan Moderate granted a 2.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
JP Morgan Moderate2.63%2.67%3.71%6.78%4.62%5.78%7.56%4.82%3.28%1.84%5.41%4.72%
VSIEX
JPMorgan International Equity Fund
2.12%2.23%2.66%6.74%1.17%3.13%3.69%1.63%1.78%1.94%2.66%1.36%
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
1.39%1.45%0.37%3.80%0.09%0.76%0.87%0.39%0.65%0.67%1.05%0.22%
ICSH
iShares Ultra Short-Term Bond ETF
5.20%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%0.00%
WOBDX
JPMorgan Core Bond Fund
3.72%3.51%2.68%2.82%4.00%3.23%2.91%2.88%2.84%2.34%2.65%3.30%
VSEAX
JPMorgan Small Cap Equity Fund
4.83%4.81%15.49%22.80%2.89%4.96%8.25%5.99%2.98%0.36%11.60%5.48%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
0.30%0.31%2.63%7.65%11.63%8.54%12.89%5.69%3.23%5.06%4.67%8.32%
JMUEX
JPMorgan U.S. Equity Fund
1.72%2.06%5.11%10.74%6.63%10.06%14.56%8.71%4.77%1.12%9.98%7.90%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.23%
-0.04%
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JP Morgan Moderate. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JP Morgan Moderate was 21.63%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current JP Morgan Moderate drawdown is 0.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.63%Nov 8, 2021236Oct 14, 2022345Mar 1, 2024581
-20.97%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-12.49%Apr 27, 2015202Feb 11, 2016143Sep 6, 2016345
-12%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298
-5.11%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility

Volatility Chart

The current JP Morgan Moderate volatility is 1.90%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
1.90%
2.26%
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ICSHWOBDXJEMSXVSIEXVSEAXJMUEXJCMAX
ICSH1.000.190.060.070.040.050.04
WOBDX0.191.00-0.08-0.08-0.15-0.15-0.14
JEMSX0.06-0.081.000.780.620.680.66
VSIEX0.07-0.080.781.000.720.780.76
VSEAX0.04-0.150.620.721.000.850.94
JMUEX0.05-0.150.680.780.851.000.92
JCMAX0.04-0.140.660.760.940.921.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2013