Performance
Trailing returns
| 1 day | +0.26% |
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| 1 week | +0.09% |
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| 4 week | +0.12% |
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| 3 month | +0.80% |
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| YTD | +0.67% |
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| 1 year | +3.35% |
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| 3 years* | +5.58% |
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| 5 years* | +7.21% |
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| *annualized | |||||
| Best 3 month return | +5.43% | |
| Worst 3 month return | -1.64% |
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 | Above Average | Low |
|
Key statistics
| Total assets | 4.39B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.41% | |
| Management fee | - | |
| Fund family | JPMorgan |
Asset allocation
| Cash | 2.99% | |
| Stocks | 0.00% | |
| Bonds | 96.42% | |
| Other | 0.59% |
Purchase information
| Initial | $1,000,000 | |
| Additional | $0 | |
| IRA Initial | $1,000,000 | |
| AIP Initial | $100 | |
| AIP Additional | $100 |
11.58-0.02(-0.17%)
May 17, 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)
JPMorgan, 270 Park Avenue, 42nd Floor, New York, NY 10017-2070, USA
1 646 534 2254 (Fax)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 2.22 | 3.36 | 4.74 | 2.10 | |
| Beta* | 0.35 | 0.42 | 0.40 | 0.57 | |
| Mean annual return | 0.30 | 0.47 | 0.59 | 0.47 | |
| R-squared* | 57.13 | 67.87 | 40.74 | 59.01 | |
| Standard deviation | 0.92 | 1.22 | 2.16 | 2.56 | |
| Sharpe ratio | 3.80 | 4.56 | 3.11 | 1.49 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| FNMA 3.5% | 0.85% | |
| FHLMC 3.5% | 0.80% | |
| GNMA CMO | 0.75% | |
| FNMA 4.424% | 0.61% | |
| FHLMC 3.5% | 0.58% | |
| GNMA CMO | 0.56% | |
| US Treasury Note 3.5% | 0.56% | |
| FHLMC 0.703% | 0.56% | |
| FNMA 3.77% | 0.50% | |
| GNMA CMO | 0.46% |