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JPMorgan CA Tax Free Bond C (JCBCX)
On
Dec 18
:
10.44
0.00
(0.00%)
MORE ON JCBCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.17%
Worst 1 Yr Total Return
(2008)
:
-0.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCBCX
Category
Alpha (against Standard Index)
-0.64
-0.77
Beta (against Standard Index)
0.88
0.76
Mean Annual Return
3.30
0.25
R-squared (against Standard Index)
92
81.88
Standard Deviation
5.52
5.04
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.16
N/A
5 Years
Statistic
JCBCX
Category
Alpha (against Standard Index)
-1.29
-0.96
Beta (against Standard Index)
0.88
0.80
Mean Annual Return
2.99
0.27
R-squared (against Standard Index)
92
83.08
Standard Deviation
4.46
4.28
Sharpe Ratio
0.02
N/A
Treynor Ratio
0.00
N/A
10 Years
Statistic
JCBCX
Category
Alpha (against Standard Index)
-1.41
-0.87
Beta (against Standard Index)
0.90
0.79
Mean Annual Return
3.90
0.35
R-squared (against Standard Index)
94
85.53
Standard Deviation
4.35
3.96
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.08
N/A
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