Performance
Trailing returns
| 1 day |
| -0.09% | |||
| 1 week | +0.17% |
| |||
| 4 week |
| -0.74% | |||
| 3 month |
| -0.54% | |||
| YTD |
| -0.34% | |||
| 1 year | +1.75% |
| |||
| 3 years* | +4.74% |
| |||
| 5 years* | +6.93% |
| |||
| *annualized | |||||
| Best 3 month return | +5.27% | |
| Worst 3 month return | -1.76% |
Morningstar statistics
Morningstar category: Intermediate-Term Bond
| Return | Risk | Rating | |
| 3 years | Below Average | Low |
 
|
| 5 years | Average | Low |
|
| 10 years | Above Average | Low |
|
| Overall | Average | Low |
|
Key statistics
| Total assets | 4.23B | |
| Front load | 3.75% | |
| Deferred load | - | |
| Expense ratio | 0.66% | |
| Management fee | - | |
| Fund family | JPMorgan |
Asset allocation
| Cash | 2.15% | |
| Stocks | 0.00% | |
| Bonds | 97.24% | |
| Other | 0.61% |
Purchase information
| Initial | $10,000 | |
| Additional | $25 | |
| IRA Initial | $10,000 | |
| AIP Initial | $1,000 | |
| AIP Additional | $1,000 |
11.72-0.01(-0.09%)
Jun 18, 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* | 1.60 | 2.77 | 4.32 | 1.95 | |
| Beta* | 0.46 | 0.45 | 0.41 | 0.57 | |
| Mean annual return | 0.17 | 0.41 | 0.56 | 0.44 | |
| R-squared* | 78.16 | 76.84 | 43.46 | 61.14 | |
| Standard deviation | 1.42 | 1.41 | 2.23 | 2.57 | |
| Sharpe ratio | 1.41 | 3.40 | 2.85 | 1.36 | |
| * 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% |