Nasdaq - Delayed Quote USD
JPMorgan Core Bond Fund (JCBUX)
At close: 8:06 AM EST
Fund Summary
The fund is designed to maximize total return by investing in a portfolio of investment grade intermediate- and long-term debt securities. It will invest at least 80% of its assets in bonds. The fund may principally invest in corporate bonds, U.S. treasury obligations and other U.S. government and agency securities, and asset-backed, mortgage-related and mortgage-backed securities. Its average weighted maturity will ordinarily range between 4 and 12 years.
Risk Overview
Morningstar Risk Rating | |
Best 1Y Total Return | 9.78% |
Worst 1Y Total Return | -- |
Number of Years Up | 15 |
Number of Years Down | 3 |
Performance & Risk
YTD Return | 2.75% |
5y Average Return | 0.49% |
Rank in Category (ytd) | 12 |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 0.92 |
Morningstar Risk Rating |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
JCBUX | Category Average | JCBUX | Category Average | JCBUX | Category Average | |
Alpha | 0.27 | 0 | 0.48 | 0 | 0.41 | 0 |
BETA | 0.92 | 0.01 | 0.94 | 0.01 | 0.94 | 0.01 |
Mean Annual Return | -0.04 | 0 | 0.09 | 0 | 0.2 | 0 |
R-squared | 99.09 | 0.84 | 97.88 | 0.86 | 98.05 | 0.86 |
Standard Deviation | 7.1 | 0.04 | 5.94 | 0.03 | 4.7 | 0.03 |
Sharpe Ratio | -0.62 | 0.01 | -0.22 | 0.01 | 0.13 | 0.01 |
Treynor Ratio | -4.97 | 0.07 | -1.62 | 0.02 | 0.54 | 0.03 |
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