JMNCX
JPMorgan Research Market Neutral Fund
JPMorgan Trust I

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
2.90%
3 year
8.22%
5 year
4.93%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2020 onward derived from N-PORT monthly returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
3.33%
Sharpe
2.27
Sortino
4.89
Max drawdown
-5.88%
Best month
3.49%
Worst month
-3.46%
Beta vs VTSAX
0.05
Correlation
0.19

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.