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JPMorgan Hedged Equity 3 Fund Class A JHTAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JHTAX compared with its replication portfolio
MeasureJHTAXReplication
Annualized growth7.2%8.0%
Annualized volatility9.4%9.3%
Sharpe ratio0.790.87
Maximum drawdown18.6%18.4%
Replication fit (R²)0.84 · Tracking error 3.8%

Replication portfolio

The published portfolio below is the investable basket used to model JHTAX’s historical return behavior.

JHTAX replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures26.1%
VCITFI · IG Credit23.6%
VOOUS Large Cap23.3%
VUGStyle · Growth17.3%
SPHYFI · High Yield9.7%