Ratings & Risk for JPMorgan Tax Aware US Equity Sel (JPTAX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Below Average
    		514
    5-Year Average Below Average
    		442
    10-Year Average Below Average
    		300
    Overall Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 18.86 -0.35 -0.35
    5-Year 15.22 0.12 -0.10
    10-Year 15.59 0.02 -0.17
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 99.70 0.95 4.58
    3-Year 99.19 0.96 0.77
    5-Year 98.49 0.95 -0.25
    10-Year 97.59 0.96 -0.26

    S&P 500 TR

    Trailing data as of 10/31/2009