C000148505 Performance — JPMorgan Insurance Trust Global Allocation Portfolio, Class 1
Data updated: 2023-05-26
C000148505 returned −7.33% over one year to Mar 2023. The annualised 3-year return is +9.07%. Against its Moderate Allocation category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $130, against $121 for the category, and to $93 over one year, against $94. Volatility over the past three years was 13.53% a year. In the 12 months to Mar 2023 the fund lost a net $452K, and assets reached $109.06M.
C000148505 Growth of $100
What $100 invested in JPMorgan Insurance Trust Global Allocation Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | C000148505 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $93 | $94 |
| 3 years (Apr 2020 – Mar 2023) | $130 | $121 |
| Since data start (Jul 2019 – Mar 2023) | $116 | $111 |
C000148505 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.33% |
| 3 years (annualised) | +9.07% |
C000148505 Annual Returns
Calendar-year total returns of JPMorgan Insurance Trust Global Allocation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +5.43% |
| 2022 | −17.60% |
| 2021 | +9.51% |
| 2020 | +15.69% |
| 2019 (Jul–Dec) | +5.69% |
C000148505 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 | +5.9% | −3.6% | +3.2% | — | — | — | — | — | — | — | — | — |
| 2022 | −3.6% | −2.2% | −0.6% | −6.4% | −0.4% | −6.3% | +4.2% | −3.6% | −6.2% | +3.1% | +6.2% | −2.4% |
| 2021 | −0.3% | +1.5% | +0.5% | +3.2% | +1.4% | −0.2% | +1.0% | +1.2% | −3.4% | +3.4% | −2.1% | +3.1% |
| 2020 | −0.5% | −4.2% | −11.1% | +6.3% | +3.9% | +2.7% | +4.6% | +4.1% | −2.4% | −1.3% | +9.8% | +4.4% |
| 2019 | — | — | — | — | — | — | +0.2% | −0.4% | +0.4% | +1.6% | +1.3% | +2.6% |
C000148505 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 13.53%
- 3-year Sharpe ratio: 0.34 (vs 4.5% risk-free rate)
- Best month: +9.78% (Nov 2020)
- Worst month: −6.37% (Apr 2022)
C000148505 Fund Flows
Monthly money in and out of JPMorgan Insurance Trust Global Allocation Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$452K
- 12-month gross sales (incl. reinvestments): $27.1M
- Sales ÷ redemptions: 0.98×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $1.2M | $3.0M | −$1.8M |
| Feb 2023 | $539K | $4.5M | −$4.0M |
| Jan 2023 | $1.9M | $2.8M | −$904K |
| Dec 2022 | $4.1M | $3.4M | $655K |
| Nov 2022 | $882K | $2.2M | −$1.4M |
| Oct 2022 | $1.3M | $683K | $601K |
| Sep 2022 | $1.1M | $631K | $495K |
| Aug 2022 | $922K | $4.3M | −$3.3M |
| Jul 2022 | $1.2M | $1.1M | $86K |
| Jun 2022 | $1.1M | $1.7M | −$617K |
| May 2022 | $12.1M | $2.8M | $9.3M |
| Apr 2022 | $683K | $304K | $380K |
C000148505 Assets Under Management
Net assets of JPMorgan Insurance Trust Global Allocation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $109.06M |
| 2022-12-31 | $109.87M |
| 2022-09-30 | $103.07M |
| 2022-06-30 | $112.16M |
| 2022-03-31 | $128.54M |
| 2021-12-31 | $135.06M |
| 2021-09-30 | $128.24M |
| 2021-06-30 | $129.83M |
| 2021-03-31 | $120.77M |
| 2020-12-31 | $120.10M |
| 2020-09-30 | $105.20M |
| 2020-06-30 | $98.45M |
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.