JPMorgan American Investment Trust

10-Year Study

JAM.LSE · Financial Services · GB · Common Stock

Executive Summary: JPMorgan American Investment Trust has compounded at 16.0% annually over the last 10 years, with a maximum drawdown of 20.8% and an annualized volatility of 14.7%.

1Y CAGR
+16.9%
3Y CAGR
+17.5%
5Y CAGR
+13.6%
10Y CAGR
+16.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +34.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.21.6-5.26.6————————1.4%
20254.2-8.3-9.2-4.76.73.36.1-0.92.24.2-0.4-1.40.4%
20244.15.54.6-2.2-1.96.01.5-3.2-0.65.011.8-0.932.6%
2023-0.15.0-1.10.13.05.03.42.20.0-6.17.45.926.6%
2022-5.5-1.78.1-2.5-1.7-7.811.4-0.9-6.45.5-2.2-4.7-9.9%
2021-1.01.44.79.1-3.32.81.85.0-1.23.33.14.834.3%
20200.7-8.6-12.613.46.92.90.87.7-1.0-2.112.51.921.2%
20194.12.61.85.4-3.94.97.8-3.91.2-3.83.91.422.8%
20180.5-2.0-5.35.14.32.75.05.60.4-4.3-0.9-10.1-0.2%
2017-2.25.1-0.90.21.00.51.22.1-2.32.81.32.211.3%
2016———-1.82.85.67.5-1.12.35.82.62.428.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 62.8% of variance. Idiosyncratic stock-specific factors contribute 11.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019821.756650113412
2016-05-0110095.544265095992
2016-06-0110656.987948631682
2016-07-0111461.024916704004
2016-08-0111332.794047650425
2016-09-0111596.465211034605
2016-10-0112269.98832538229
2016-11-0112587.555756764843
2016-12-0112884.184846563274
2017-01-0112594.536495971246
2017-02-0113240.14052952841
2017-03-0113114.51048002369
2017-04-0113147.26685261299
2017-05-0113284.362213929227
2017-06-0113351.154050689234
2017-07-0113505.82723116208
2017-08-0113790.099521077102
2017-09-0113468.330467651384
2017-10-0113839.600365277547
2017-11-0114023.46784208723
2017-12-0114334.632063492554
2018-01-0114408.885267810769
2018-02-0114126.012226565103
2018-03-0113383.468555277686
2018-04-0114069.705064737538
2018-05-0114676.006102429654
2018-06-0115068.31511855241
2018-07-0115817.273627922337
2018-08-0116708.889608970076
2018-09-0116780.60401030095
2018-10-0116063.483253202767
2018-11-0115920.058326576112
2018-12-0114306.538561122747
2019-01-0114898.164929944542
2019-02-0115292.578633123974
2019-03-0115561.49794802702
2019-04-0116409.190699376268
2019-05-0115775.982226053467
2019-06-0116553.92572586509
2019-07-0117838.436004334955
2019-08-0117134.125543226317
2019-09-0117334.206474839106
2019-10-0116679.396857930908
2019-11-0117334.206474839106
2019-12-0117570.663995820083
2020-01-0117697.987872661393
2020-02-0116170.105226600761
2020-03-0114132.923197139795
2020-04-0116031.761781983878
2020-05-0117133.60227848847
2020-06-0117629.428563897985
2020-07-0117776.3419221103
2020-08-0119153.90417510996
2020-09-0118969.3777723341
2020-10-0118563.41736060615
2020-11-0120888.460888480266
2020-12-0121294.417424173123
2021-01-0121072.98729125613
2021-02-0121368.228760490485
2021-03-0122364.67598672225
2021-04-0124410.486070305076
2021-05-0123593.08840925969
2021-06-0124261.86725665089
2021-07-0124707.723697613445
2021-08-0125933.818251163968
2021-09-0125616.739200203414
2021-10-0126474.358477431393
2021-11-0127294.690297043824
2021-12-0128599.766817728672
2022-01-0127033.67809373493
2022-02-0126586.22472631316
2022-03-0128748.916648190894
2022-04-0128016.26461846636
2022-05-0127528.702039879747
2022-06-0125390.91364348849
2022-07-0128278.800103567657
2022-08-0128016.26461846636
2022-09-0126228.79615001186
2022-10-0127658.770149568438
2022-11-0127056.67460995459
2022-12-0125777.222557283923
2023-01-0125739.590132544894
2023-02-0127019.046061250654
2023-03-0126717.998291443728
2023-04-0126744.64990875813
2023-05-0127540.17122772636
2023-06-0128903.923167681925
2023-07-0129888.85469364593
2023-08-0130552.4396540096
2023-09-0130552.4396540096
2023-10-0128690.41177446437
2023-11-0130818.444190521073
2023-12-0132642.46754595814
2024-01-0133972.49022851552
2024-02-0135834.51423202566
2024-03-0137468.538223132484
2024-04-0136642.915615615144
2024-05-0135955.14419625761
2024-06-0138094.87448623154
2024-07-0138668.019919719554
2024-08-0137436.82062794869
2024-09-0137206.913606278555
2024-10-0139084.499890695806
2024-11-0143682.6790844495
2024-12-0143299.49813097587
2025-01-0145138.76593244226
2025-02-0141383.58948757265
2025-03-0137590.09455975218
2025-04-0135839.18485431534
2025-05-0138236.19472580152
2025-06-0139512.026561693296
2025-07-0141909.03643317948
2025-08-0141551.096220245614
2025-09-0142481.34464308693
2025-10-0144264.32078686613
2025-11-0144109.27938305925
2025-12-0143489.113767831695
2026-01-0142946.46885450759
2026-02-0143644.15517163859
2026-03-0141396.05481643873
2026-04-0144109.27938305925
Annual Return Matrix
YearAnnual Return
20170.11257578451431272
2018-0.001959834214465661
20190.22815619730459624
20200.2119301484132241
20210.34306406454034355
2022-0.09869116340819561
20230.2663298954500548
20240.32647748121410936
20250.0043791647718931515
20260.01426024955436711
Total Factor Risk
0.147402509912765
VTI.US Exposure
0.6281141333395176
VEA.US Exposure
-0.03927884125589671
VWO.US Exposure
-0.009695952775443798
QQQ.US Exposure
0.0038985868760969457
VTV.US Exposure
0.032433839975967854
IJR.US Exposure
0.04839737189293949
QUAL.US Exposure
-0.018888053682374905
SHV.US Exposure
0.07222224987856386
TLT.US Exposure
0.0069912811026578295
LQD.US Exposure
-0.013139998544748234
HYG.US Exposure
-0.005800952981375314
GLD.US Exposure
-0.0012487942125782503
USO.US Exposure
0.004274536989935406
VNQ.US Exposure
0.03659201312191223
BTC-USD.CC Exposure
0.003073384197872509
CPER.US Exposure
-0.0050187411284572615
VIX.INDX Exposure
0.015646954033501404
UUP.US Exposure
0.1253214810749201
TIP.US Exposure
-0.002337846271871197
Idiosyncratic Exposure
0.11844334836886035
Value Score
40.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.06%
Market Cap$1.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.390.03%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan American Investment Trust a high-risk investment?

JPMorgan American Investment Trust (JAM.LSE) has an annualized volatility of 14.7% and experienced a maximum drawdown of 20.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of JAM.LSE?

Over the past 10 years, JAM.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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