Ratings & Risk for JPMorgan Tax Aware US Equity I (JTUIX)

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 18.90 -0.34 -0.34
    5-Year 15.25 0.14 -0.09
    10-Year 15.62 0.03 -0.16
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 99.67 0.96 4.77
    3-Year 99.14 0.96 0.97
    5-Year 98.48 0.95 -0.06
    10-Year 97.59 0.96 -0.10

    S&P 500 TR

    Trailing data as of 10/31/2009