Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.08% |
| |||
| 4 week |
| -0.60% | |||
| 3 month | +0.38% |
| |||
| YTD | +1.83% |
| |||
| 1 year | +6.69% |
| |||
| 3 years* | +4.62% |
| |||
| 5 years* | - | ||||
| *annualised | |||||
| Best 3-month return | +10.12% | |
| Worst 3-month return | -4.55% |
Morningstar statistics
Morningstar category: Nontraditional Bond
| Return | Risk | Rating | |
| 3 years | Average | Average |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Average | Average |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 16,745.70M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.88% | |
| Management fee | - | |
| Fund family | JPMorgan |
Asset allocation
| Cash | 50.58% | |
| Stocks | 0.58% | |
| Bonds | 42.35% | |
| Preferred | 0.71% | |
| Convertible | 0.02% | |
| Other | 5.75% |
Purchase information
| Initial | $1,000,000 | |
| Additional | $0 | |
| IRA Initial | $1,000,000 | |
| AIP Initial | $100 | |
| AIP Additional | $100 |
11.92+0.01(0.08%)
Jun 19, 4:00pm GMT-4
Overall Morningstar RatingTM
Description
The investment seeks high total return. The fund has an absolute return orientation which means that it is not managed relative to an index. It has flexibility to allocate its assets among a broad range of fixed income securities and derivatives as well as in a single or limited number of strategies/sectors including cash and short term investments. Although the fund may invest up to 100% of its total assets in securities that are rated below investment grade or the unrated equivalent, it will generally invest at least 25% of its total assets in securities that, at the time of purchase, are rated investment grade or better or the unrated equivalent.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
William Eigen (Started: Oct 10, 2008)
Jarred Sherman (Started: Mar 23, 2009)
Timothy Neumann (Started: Mar 23, 2009)
William Eigen (Started: Oct 10, 2008)
Jarred Sherman (Started: Mar 23, 2009)
Timothy Neumann (Started: Mar 23, 2009)
100 Wood Street
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 7.12 | 5.73 | - | - | |
| Beta* | 0.08 | -0.24 | - | - | |
| Mean annual return | 0.61 | 0.40 | - | - | |
| R-squared* | 3.63 | 4.58 | - | - | |
| Standard deviation | 1.10 | 3.11 | - | - | |
| Sharpe ratio | 6.51 | 1.50 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Fannie Mae Single Family TBA 4% 2043-06-01 | 1.68% | |
| Fannie Mae Single Family TBA 3% 2043-06-01 | 0.82% | |
| US Treasury Note 0.75% | 0.68% | |
| Fannie Mae Single Family TBA 4% 2043-05-01 | 0.47% | |
| Fannie Mae Single Family TBA 5% 2043-05-01 | 0.47% | |
| 141 East 88th Street, Llc | 0.46% | |
| Sprint Cap 8.75% | 0.42% | |
| US Treasury Note 2% | 0.37% | |
| Bk Of Amer Corporation FRN | 0.34% | |
| US Treasury Bond 3.125% | 0.34% |