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JPMorgan CA Tax Free Bond Instl (JPICX)
On
Dec 9
:
10.36
0.01
(0.10%)
MORE ON JPICX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.89%
Worst 1 Yr Total Return
(2008)
:
-0.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JPICX
Category
Alpha (against Standard Index)
-0.16
-1.01
Beta (against Standard Index)
0.89
0.78
Mean Annual Return
3.82
0.24
R-squared (against Standard Index)
92
82.58
Standard Deviation
5.56
5.19
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.58
N/A
5 Years
Statistic
JPICX
Category
Alpha (against Standard Index)
-0.66
-1.07
Beta (against Standard Index)
0.89
0.82
Mean Annual Return
3.35
0.24
R-squared (against Standard Index)
92
83.89
Standard Deviation
4.52
4.43
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.36
N/A
10 Years
Statistic
JPICX
Category
Alpha (against Standard Index)
-0.75
-0.89
Beta (against Standard Index)
0.91
0.80
Mean Annual Return
4.63
0.35
R-squared (against Standard Index)
94
85.79
Standard Deviation
4.37
4.01
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.83
N/A
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