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 STI Down0.56%

JPMorgan Intermediate Tax Free Bond Sel (VSITX)

11.27 Down 0.01(0.09%) 23 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up15
Number of Years Down1
Best 1 Yr Total Return(Dec 31, 2002):9.24%
Worst 1Yr Total Return(Dec 31, 1999):-0.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVSITXCategory
Alpha (against Standard Index)-0.44-0.13
Beta (against Standard Index)0.740.88
Mean Annual Return0.350.44
R-squared (against Standard Index)93.4790.93
Standard Deviation2.863.49
Sharpe Ratio1.421.48
Treynor Ratio5.556.04
5 Years
StatisticVSITXCategory
Alpha (against Standard Index)0.06-0.32
Beta (against Standard Index)0.720.90
Mean Annual Return0.410.43
R-squared (against Standard Index)89.6389.21
Standard Deviation3.654.56
Sharpe Ratio1.261.10
Treynor Ratio6.545.54
10 Years
StatisticVSITXCategory
Alpha (against Standard Index)-0.48-0.63
Beta (against Standard Index)0.770.90
Mean Annual Return0.320.34
R-squared (against Standard Index)92.2991.95
Standard Deviation3.604.23
Sharpe Ratio0.570.56
Treynor Ratio2.692.64