JP Morgan Moderate
Asset Allocation
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
The earliest data available for this chart is Dec 13, 2013, corresponding to the inception date of ICSH
Returns By Period
As of Jul 25, 2024, the JP Morgan Moderate returned 6.93% Year-To-Date and 6.70% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| JP Morgan Moderate | 6.77% | -0.13% | 6.56% | 11.68% | 7.57% | 6.71% |
| Portfolio components: | ||||||
VSIEX JPMorgan International Equity Fund | 4.88% | -0.60% | 5.89% | 8.64% | 6.13% | 4.48% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 2.98% | -2.72% | 5.74% | 1.91% | 1.18% | 2.91% |
ICSH iShares Ultra Short-Term Bond ETF | 3.17% | 0.63% | 2.76% | 5.98% | 2.51% | 1.99% |
WOBDX JPMorgan Core Bond Fund | 1.07% | 0.89% | 2.07% | 4.83% | 0.48% | 1.66% |
VSEAX JPMorgan Small Cap Equity Fund | 6.92% | 6.74% | 8.51% | 10.54% | 7.33% | 8.00% |
JCMAX JPMorgan Mid Cap Equity Fund Class A | 5.17% | 1.57% | 5.39% | 10.78% | 9.49% | 9.62% |
JMUEX JPMorgan U.S. Equity Fund | 14.59% | -1.50% | 11.96% | 22.06% | 15.85% | 12.61% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.17% | 2.58% | 2.42% | -3.18% | 3.30% | 1.36% | 6.77% | ||||||
| 2023 | 5.66% | -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% |
| 2020 | 0.66% | -3.50% | -8.03% | 7.82% | 3.25% | 2.37% | 4.19% | 3.44% | -1.98% | -1.21% | 7.61% | 3.07% | 17.84% |
| 2019 | 5.55% | 1.81% | 1.66% | 2.52% | -2.82% | 4.52% | 0.23% | -0.01% | 0.67% | 1.74% | 1.82% | 2.01% | 21.28% |
| 2018 | 3.17% | -3.16% | -0.97% | -0.05% | 0.78% | -0.25% | 2.03% | 1.00% | 0.18% | -5.18% | 1.55% | -4.17% | -5.31% |
| 2017 | 2.01% | 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% | 0.93% | -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% | -3.29% | -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% |
| 2013 | 2.51% | 2.51% |
Expense Ratio
JP Morgan Moderate features an expense ratio of 0.60%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JP Morgan Moderate is 38, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 0.73 | 1.11 | 1.13 | 0.44 | 2.05 |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 0.10 | 0.24 | 1.03 | 0.03 | 0.23 |
ICSH iShares Ultra Short-Term Bond ETF | 13.98 | 40.38 | 9.17 | 86.85 | 615.26 |
WOBDX JPMorgan Core Bond Fund | 0.67 | 1.00 | 1.11 | 0.26 | 2.03 |
VSEAX JPMorgan Small Cap Equity Fund | 0.58 | 0.94 | 1.11 | 0.37 | 1.54 |
JCMAX JPMorgan Mid Cap Equity Fund Class A | 0.78 | 1.17 | 1.14 | 0.47 | 2.17 |
JMUEX JPMorgan U.S. Equity Fund | 1.76 | 2.53 | 1.31 | 1.77 | 7.64 |
Dividends
Dividend yield
JP Morgan Moderate granted a 2.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JP Morgan Moderate | 2.52% | 2.67% | 3.71% | 6.78% | 4.62% | 5.78% | 7.56% | 4.82% | 3.28% | 1.84% | 5.41% | 4.72% |
| Portfolio components: | ||||||||||||
VSIEX JPMorgan International Equity Fund | 2.13% | 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 | 1.41% | 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 | 5.23% | 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 | 3.47% | 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 | 4.50% | 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 | 0.29% | 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.
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 2.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.63% | Nov 8, 2021 | 236 | Oct 14, 2022 | 345 | Mar 1, 2024 | 581 |
| -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
Volatility Chart
The current JP Morgan Moderate volatility is 2.28%, 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.
Diversification
Asset Correlations Table
| ICSH | WOBDX | JEMSX | VSIEX | VSEAX | JMUEX | JCMAX | |
|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.20 | 0.06 | 0.07 | 0.04 | 0.04 | 0.04 |
| WOBDX | 0.20 | 1.00 | -0.07 | -0.07 | -0.14 | -0.15 | -0.14 |
| JEMSX | 0.06 | -0.07 | 1.00 | 0.78 | 0.61 | 0.69 | 0.66 |
| VSIEX | 0.07 | -0.07 | 0.78 | 1.00 | 0.71 | 0.78 | 0.76 |
| VSEAX | 0.04 | -0.14 | 0.61 | 0.71 | 1.00 | 0.85 | 0.94 |
| JMUEX | 0.04 | -0.15 | 0.69 | 0.78 | 0.85 | 1.00 | 0.91 |
| JCMAX | 0.04 | -0.14 | 0.66 | 0.76 | 0.94 | 0.91 | 1.00 |