{ "docId": "019dd923-5e88-73ef-bd5a-e586162e7de3", "docSlug": "ac50130fbe3a3c40", "documentTitle": "guide to the markets au", "authorId": "JPMorgan", "authorName": "J.P. Morgan Asset Management", "documentKindSlug": "consulting-deck", "documentKindLabel": "Consulting deck", "sourceTypeSlug": "equity_research", "sourceTypeLabel": "Equity research", "presentationDate": null, "orientation": "landscape", "aspectRatio": 1.414, "pageNumber": 79, "pageCount": 81, "prevPage": 78, "nextPage": 80, "slideType": "appendix_disclosure", "function": "summarize", "density": "dense", "nDataPoints": 0, "notes": "Includes specific disclaimers regarding index methodology and a note on November 2008 market neutral returns related to the Madoff scandal.", "elementsJson": [ "paragraph" ], "metadataConfidence": 1, "imagePath": null, "slideHref": "/slides/019dd923-5e88-73ef-bd5a-e586162e7de3/79", "deckHref": "/decks/019dd923-5e88-73ef-bd5a-e586162e7de3", "deckJsonHref": "/decks/019dd923-5e88-73ef-bd5a-e586162e7de3.json", "deckAnchorHref": "/decks/019dd923-5e88-73ef-bd5a-e586162e7de3#slide-79", "components": [ { "bbox": { "h": 0.13, "w": 0.42, "x": 0.51, "y": 0.71 }, "kind": "disclaimer", "text": "*Market Neutral returns for November 2008 are estimates by J.P. Morgan Funds Market Strategy, and are based on a December 8, 2008 published estimate for November returns by CS/Tremont in which the Market Neutral returns were estimated to be +0.85%...", "attrs": null, "subkind": null, "toolName": null, "toolSlug": null, "confidence": null, "componentId": "a8af6c87-f4f4-4cbb-82a5-0fd41d8d4628", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.05, "w": 0.12, "x": 0.84, "y": 0.91 }, "kind": "image", "text": "J.P. Morgan Asset Management", "attrs": null, "subkind": "logo", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "ab77ef6f-8166-4e36-9881-9b8b1c9267e4", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.03, "w": 0.42, "x": 0.07, "y": 0.15 }, "kind": "paragraph", "text": "All indexes are unmanaged and an individual cannot invest directly in an index. Index returns do not include fees or expenses.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "ab78fc29-d6b9-432a-904c-74ed1788d282", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.65, "w": 0.42, "x": 0.07, "y": 0.19 }, "kind": "paragraph", "text": "The S&P GSCI Index is a composite index of commodity sector returns... The Barclays Capital U.S. Aggregate Index represents securities that are SEC-registered... This U.S. Treasury Index is a component of the U.S. Government index... West Texas Intermediate (WTI) is the underlying commodity... The Barclays Capital High Yield Index covers the universe of fixed rate, non-investment grade debt... The Barclays Capital 1-3 Month U.S. Treasury Bill Index includes all publicly issued zero-coupon U.S. Treasury Bills... The Barclays Capital General Obligation Bond Index is a component of the Barclays Capital Municipal Bond Index... The Barclays Capital Revenue Bond Index is a component of the Barclays Capital Municipal Bond Index... The Barclays High Yield Municipal Index includes bonds rated Ba1 or lower... The Barclays Capital Taxable Municipal Bond Index is a rules-based, market-value weighted index...", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "b1b91be2-61f2-491c-881e-a91d97afc7cf", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.55, "w": 0.42, "x": 0.51, "y": 0.15 }, "kind": "paragraph", "text": "Municipal Bond Index: To be included in the index, bonds must be rated investment-grade... The Barclays Capital Emerging Markets Index includes USD-denominated debt... The Barclays Capital MBS Index covers the mortgage-backed pass-through securities... The Barclays Capital Corporate Bond Index is the Corporate component of the U.S. Credit index... The Barclays Capital TIPS Index consists of Inflation-Protection securities... The J.P. Morgan EMBI Global Index includes U.S. dollar denominated Brady bonds... The J.P. Morgan Domestic High Yield Index is designed to mirror the investable universe... The CS/Tremont Equity Market Neutral Index takes both long and short positions... The CS/Tremont Multi-Strategy Index consists of funds that allocate capital... The Barclays U.S. Dollar Floating Rate Note (FRN) Index provides a measure of the U.S. dollar denominated floating rate note market.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "ce1271f9-a615-4115-ba10-41f6c1adc826", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.03, "w": 0.45, "x": 0.07, "y": 0.08 }, "kind": "title", "text": "J.P. Morgan Asset Management – Index Definitions", "attrs": null, "subkind": "headline", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "fe9d120b-2c15-4be1-8609-e0af0c423177", "frameworkName": null, "frameworkSlug": null } ], "metrics": [], "tools": [], "frameworks": [], "arcBeats": [ { "to": 80, "from": 5, "beatId": "5a54f17d-02a1-4b4b-b11d-ba1f67b4a5c0", "arcName": "The Sparkline", "arcSlug": "sparkline", "beatName": "Evidence", "beatSlug": "evidence", "evidence": "The extensive use of data tables, KPI dashboards, and industry trends to support the analysis and insights provided.", "position": 1, "confidence": 0.8, "parentBeatName": null, "parentBeatSlug": null }, { "to": 81, "from": 77, "beatId": "01e1760d-fda1-4118-b8a4-1d371be2f1ae", "arcName": "The Sparkline", "arcSlug": "sparkline", "beatName": "Reflection", "beatSlug": "reflection", "evidence": "The appendix pages with index definitions, risks, and disclosures provide a reflection on the content and methodology used in the document.", "position": 2, "confidence": 0.8, "parentBeatName": null, "parentBeatSlug": null } ], "loops": [], "imagePathAlt": null, "thumbSrc": null, "thumbSrcAlt": null, "locked": true }