Ratings & Risk for JPMorgan Treasury & Agency A (OTABX)

Morningstar Category: Short Government
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		56
    5-Year Below Average Average
    		55
    10-Year Average Above Average
    		47
    Overall Average Above 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 1.98 0.41 1.23
    5-Year 1.75 0.31 0.43
    10-Year 2.43 0.40 0.75
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 84.16 0.46 -1.08
    3-Year 63.11 0.39 0.99
    5-Year 66.84 0.40 -0.03
    10-Year 75.49 0.55 0.01

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009