Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week |
| -0.19% | |||
| 4 week |
| -0.38% | |||
| 3 month |
| -0.13% | |||
| YTD |
| -0.41% | |||
| 1 year | +1.70% |
| |||
| 3 years* | +4.16% |
| |||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +2.99% | |
| Worst 3 month return | -0.45% |
Morningstar statistics
Morningstar category: Inflation-Protected Bond
| Return | Risk | Rating | |
| 3 years | Low | Low |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Low | Low |
|
Key statistics
| Total assets | 1.63B | |
| Front load | 3.75% | |
| Deferred load | - | |
| Expense ratio | 0.76% | |
| Management fee | - | |
| Fund family | JPMorgan |
Asset allocation
| Cash | 4.99% | |
| Stocks | 0.00% | |
| Bonds | 94.70% | |
| Other | 0.31% |
Purchase information
| Initial | US$1,000 | |
| Additional | US$25 | |
| AIP Initial | US$1,000 | |
| AIP Additional | US$100 |
10.70-0.03(-0.28%)
May 22, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks to maximize inflation protected return. The fund is designed to protect the total return generated by its core fixed income holdings from inflation risk. It normally invests at least 80% of "Assets" in bonds. The fund seeks to hedge this risk by using swaps that are based on the Consumer Price Index in combination with its core portfolio of fixed income securities. This strategy is intended to create the equivalent of a portfolio of inflation-protected fixed income securities. Secondarily, the fund may purchase other investments including actual inflation-protected securities such as Treasury Inflation Protected Securities (TIPS).
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Deepa Majmudar (Started: Mar 31, 2010)
Scott Grimshaw (Started: Mar 31, 2010)
Duane Huff (Started: Mar 31, 2010)
Deepa Majmudar (Started: Mar 31, 2010)
Scott Grimshaw (Started: Mar 31, 2010)
Duane Huff (Started: Mar 31, 2010)
JPMorgan, 270 Park Avenue, 42nd Floor, New York, NY 10017-2070, USA
1 646 534 2254 (Fax)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 0.93 | 2.51 | - | - | |
| Beta* | 0.40 | 0.38 | - | - | |
| Mean annual return | 0.20 | 0.39 | - | - | |
| R-squared* | 29.54 | 13.27 | - | - | |
| Standard deviation | 1.44 | 2.54 | - | - | |
| Sharpe ratio | 1.63 | 1.78 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| US Treasury Note 1.875% | 7.56% | |
| US Treasury Note 0.125% | 5.82% | |
| FHLMC 1% | 4.77% | |
| FHLMC 0.75% | 3.17% | |
| US Treasury Note 2.5% | 2.52% | |
| FHLMC 3.75% | 2.10% | |
| FHLBA 1.75% | 1.69% | |
| FNMA 5% | 1.60% | |
| US Treasury Note | 1.39% | |
| US Treasury Note 2.125% | 1.33% |