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JPMorgan Emerging Markets Debt I (JEMDX)

6.04 +0.02 (+0.36%)
At close: April 26 at 8:01 PM EDT

Fund Summary

The fund normally invests at least 80% of the value of its assets in emerging market debt investments. It invests primarily in debt securities that the adviser believes have the potential to provide a high total return from countries whose economies or bond markets are less developed. The fund does not have any minimum quality rating and may invest without limit in securities that are rated below investment grade (commonly known as junk bonds) or the unrated equivalent.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 41.40%
Worst 1Y Total Return --
Number of Years Up 19
Number of Years Down 7

Performance & Risk

YTD Return 0.36%
5y Average Return -0.47%
Rank in Category (ytd) 32
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.27
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
JEMDXCategory AverageJEMDXCategory AverageJEMDXCategory Average
Alpha 2.1 0.02 0.81 0.02 0.7 0.01
BETA 1.27 0.01 1.28 0.01 1.24 0.01
Mean Annual Return -0.13 0.01 0.08 0 0.2 0
R-squared 56.26 0.08 33.89 0.12 33.16 0.12
Standard Deviation 12.28 0.12 13.5 0.1 10.35 0.09
Sharpe Ratio -0.37 0 -0.09 0 0.09 0
Treynor Ratio -4.1 0.06 -1.71 0.04 0.3 0.04

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