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OGTFX: JPMORGAN TREASURY & AGENCY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | SHORT GOVERNMENT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/30/1997 |
Last Dividend Date: | 11/28/2017 |
12-Mo. Yield | 0.09% |
Expenses | 0.45% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/06/1999 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -0.3 | -0.0 | 0.3 | 2.0 | 3.2 | 3.0 | -0.4 | 0.6 | 0.4 | 0.6 | -0.4 | 0.4 | 2.1 | 2.4 | 1.9 | 6.3 | 6.7 | 4.0 | 1.6 | 1.4 | 2.4 | 9.1 | 7.5 | 10.5 | -0.1 | 7.3 | 6.9 |
Sharpe Ratio | NA | -0.5 | -0.02 | -0.02 | 0.66 | NA | NA | 0.83 | -0.64 | 0.28 | 0.27 | 0.47 | -0.37 | 0.41 | 1.47 | 1.53 | 0.77 | 1.53 | 2.04 | 0.49 | -0.41 | 0.22 | 0.62 | 2.4 | 1.48 | 2.14 | -0.98 | 1.18 | 1.28 |
Draw Down(%) | NA | 1.4 | 1.6 | 1.6 | 2.1 | NA | NA | 3.2 | 1.4 | 1.6 | 0.8 | 0.6 | 1.3 | 0.7 | 0.8 | 1.2 | 1.1 | 2.1 | 0.6 | 0.4 | 0.8 | 2.3 | 2.5 | 1.7 | 2.9 | 1.7 | 2.4 | 2.3 | 1.7 |
Standard Deviation(%) | NA | 1.6 | 1.4 | 1.3 | 1.8 | NA | NA | 2.3 | 1.6 | 1.4 | 1.3 | 1.2 | 1.2 | 0.9 | 1.4 | 1.5 | 2.4 | 3.5 | 1.8 | 1.3 | 1.3 | 2.1 | 2.7 | 3.3 | 3.6 | 3.0 | 3.4 | 3.4 | 3.2 |
Treynor Ratio | NA | -0.01 | 0.0 | 0.0 | 0.01 | NA | NA | 0.02 | -0.01 | 0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.03 | 0.03 | 0.02 | 0.06 | 0.07 | 0.02 | -0.01 | 0.01 | 0.02 | 0.08 | 0.06 | 0.07 | -0.03 | 0.03 | 0.03 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | -0.01 | 0.0 | 0.0 |
Beta | NA | 0.7 | 0.68 | 0.7 | 0.81 | NA | NA | 0.89 | 0.7 | 0.75 | 0.61 | 0.72 | 0.76 | 0.47 | 0.74 | 0.72 | 0.93 | 0.89 | 0.54 | 0.4 | 0.48 | 0.82 | 0.99 | 1.01 | 0.92 | 0.98 | 1.19 | 1.14 | 1.19 |
RSquared | NA | 0.22 | 0.38 | 0.4 | 0.59 | NA | NA | 0.64 | 0.22 | 0.53 | 0.47 | 0.44 | 0.42 | 0.19 | 0.53 | 0.64 | 0.78 | 0.7 | 0.55 | 0.34 | 0.39 | 0.67 | 0.72 | 0.69 | 0.7 | 0.63 | 0.77 | 0.83 | 0.78 |
Yield(%) | N/A | 1.1 | 1.0 | 1.1 | 2.1 | 2.7 | 3.6 | N/A | 1.0 | 1.1 | 0.9 | 1.3 | 1.6 | 1.7 | 2.1 | 2.8 | 5.7 | 2.6 | 4.6 | 4.9 | 4.8 | 4.6 | 3.9 | 4.4 | 5.3 | 6.2 | 5.9 | 5.9 | 5.8 |
Dividend Growth(%) | N/A | 0.0 | -36.4 | -63.8 | N/A | N/A | N/A | N/A | -10.0 | 25.0 | -33.3 | -20.0 | -11.8 | -19.0 | -25.0 | -51.7 | 123.1 | -42.2 | -6.2 | -2.0 | 2.1 | 17.1 | -8.9 | -15.1 | -10.2 | -1.7 | 0.0 | 3.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/06/1999
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