Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.26% |
| |||
| 4 week |
| -0.63% | |||
| 3 month |
| -0.37% | |||
| YTD |
| -0.09% | |||
| 1 year | +2.28% |
| |||
| 3 years* | +5.17% |
| |||
| 5 years* | +7.37% |
| |||
| *annualized | |||||
| Best 3 month return | +5.09% | |
| Worst 3 month return | -1.60% |
Morningstar statistics
Morningstar category: Intermediate-Term Bond
| Return | Risk | Rating | |
| 3 years | Average | Low |
 
|
| 5 years | Above Average | Low |
|
| 10 years | Above Average | Low |
|
| Overall | Average | Low |
|
Key statistics
| Total assets | 4.23B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.26% | |
| Management fee | - | |
| Fund family | JPMorgan |
Asset allocation
| Cash | 2.15% | |
| Stocks | 0.00% | |
| Bonds | 97.24% | |
| Other | 0.61% |
Purchase information
| Initial | $15,000,000 |
11.43-0.05(-0.44%)
Jun 19, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to maximize total return by investing primarily in a diversified portfolio of debt securities backed by pools of residential and/or commercial mortgages. The fund invests mainly in investment grade mortgage-backed securities or unrated mortgage-backed securities which the adviser determines to be of comparable quality. Under normal circumstances, it invests at least 80% of its assets in mortgage-backed securities. The fund's average weighted maturity will normally range between two and ten years.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Douglas Swanson (Started: Aug 18, 2000)
Michael Sais (Started: Jun 30, 2005)
Douglas Swanson (Started: Aug 18, 2000)
Michael Sais (Started: Jun 30, 2005)
100 Wood Street
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 1.95 | 3.16 | 4.69 | 2.26 | |
| Beta* | 0.46 | 0.46 | 0.41 | 0.58 | |
| Mean annual return | 0.20 | 0.44 | 0.59 | 0.47 | |
| R-squared* | 79.97 | 76.42 | 43.68 | 61.07 | |
| Standard deviation | 1.43 | 1.42 | 2.24 | 2.59 | |
| Sharpe ratio | 1.65 | 3.65 | 3.00 | 1.47 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| FNMA 3.5% | 0.85% | |
| FHLMC 3.5% | 0.79% | |
| GNMA CMO | 0.77% | |
| FNMA 4.424% | 0.62% | |
| FHLMC 3.5% | 0.58% | |
| US Treasury Note 3.5% | 0.57% | |
| GNMA CMO | 0.56% | |
| FHLMC 0.699% | 0.56% | |
| FNMA 3.77% | 0.51% | |
| GNMA CMO | 0.47% |