C000012661 Performance — JPMorgan Insurance Trust Mid Cap Value Portfolio, Class 1
Data updated: 2023-05-26
C000012661 returned −7.41% over one year to Mar 2023. The annualised 3-year return is +20.52%. The fund beat its Real Estate category average: $100 invested three years ago grew to $175, against $139 for the category, and to $93 over one year, against $82. Volatility over the past three years was 18.96% a year. In the 12 months to Mar 2023 the fund took in a net $33.1M, and assets reached $434.71M.
C000012661 Growth of $100
What $100 invested in JPMorgan Insurance Trust Mid Cap Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Real Estate category average over the same months.
| Period | C000012661 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $93 | $82 |
| 3 years (Apr 2020 – Mar 2023) | $175 | $139 |
| Since data start (Jul 2019 – Mar 2023) | $128 | $112 |
C000012661 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.41% |
| 3 years (annualised) | +20.52% |
C000012661 Annual Returns
Calendar-year total returns of JPMorgan Insurance Trust Mid Cap Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | −0.10% |
| 2022 | −8.16% |
| 2021 | +29.88% |
| 2020 | +0.37% |
| 2019 (Jul–Dec) | +7.07% |
C000012661 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +7.3% | −3.1% | −3.9% | — | — | — | — | — | — | — | — | — |
| 2022 | −1.9% | 0.0% | +1.1% | −4.1% | +1.4% | −10.0% | +7.8% | −2.5% | −8.8% | +9.4% | +6.1% | −4.9% |
| 2021 | +0.2% | +7.1% | +7.6% | +6.0% | +1.6% | −2.0% | +0.4% | +1.9% | −3.5% | +4.9% | −3.1% | +6.2% |
| 2020 | −2.8% | −9.2% | −22.6% | +13.1% | +2.8% | +1.2% | +3.7% | +3.3% | −2.5% | +1.1% | +13.8% | +3.9% |
| 2019 | — | — | — | — | — | — | +0.5% | −3.3% | +4.2% | +0.8% | +2.1% | +2.8% |
C000012661 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 18.96%
- 3-year Sharpe ratio: 0.84 (vs 4.5% risk-free rate)
- Best month: +13.79% (Nov 2020)
- Worst month: −9.95% (Jun 2022)
C000012661 Fund Flows
Monthly money in and out of JPMorgan Insurance Trust Mid Cap Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: $33.1M
- 12-month gross sales (incl. reinvestments): $146.7M
- Sales ÷ redemptions: 1.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $6.1M | $6.7M | −$571K |
| Feb 2023 | $1.8M | $7.8M | −$6.0M |
| Jan 2023 | $2.4M | $9.2M | −$6.9M |
| Dec 2022 | $5.3M | $4.3M | $935K |
| Nov 2022 | $3.9M | $6.3M | −$2.4M |
| Oct 2022 | $5.3M | $4.9M | $318K |
| Sep 2022 | $2.2M | $9.9M | −$7.7M |
| Aug 2022 | $3.4M | $4.8M | −$1.5M |
| Jul 2022 | $3.5M | $9.9M | −$6.4M |
| Jun 2022 | $3.5M | $6.1M | −$2.7M |
| May 2022 | $105.2M | $36.5M | $68.7M |
| Apr 2022 | $4.3M | $7.0M | −$2.8M |
C000012661 Assets Under Management
Net assets of JPMorgan Insurance Trust Mid Cap Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $434.71M |
| 2022-12-31 | $448.21M |
| 2022-09-30 | $407.04M |
| 2022-06-30 | $439.57M |
| 2022-03-31 | $511.52M |
| 2021-12-31 | $529.55M |
| 2021-09-30 | $498.76M |
| 2021-06-30 | $519.00M |
| 2021-03-31 | $499.17M |
| 2020-12-31 | $448.74M |
| 2020-09-30 | $393.96M |
| 2020-06-30 | $389.21M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.