Ratings & Risk for JPMorgan Treasury & Agency Select (OGTFX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		56
    5-Year Above Average Average
    		55
    10-Year Above Average Above Average
    		47
    Overall Above 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 1.95 0.43 1.38
    5-Year 1.73 0.34 0.58
    10-Year 2.43 0.42 0.86
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 84.28 0.44 -0.57
    3-Year 61.88 0.38 1.28
    5-Year 66.41 0.39 0.24
    10-Year 75.49 0.55 0.27

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009