Ratings & Risk for JPMorgan Treasury & Agency B (ONTBX)

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 1.96 0.36 0.99
    5-Year 1.74 0.27 0.15
    10-Year 2.43 0.35 0.55
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 84.16 0.45 -1.50
    3-Year 61.31 0.38 0.51
    5-Year 65.45 0.39 -0.52
    10-Year 75.22 0.55 -0.48

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009