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    JPMorgan Large Cap Value A (OLVAX)

    14.82 Up 0.07(0.47%) Jan 18

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up18
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):35.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.60-1.71
    Beta (against Standard Index)1.060.99
    Mean Annual Return0.930.61
    R-squared (against Standard Index)76.4887.91
    Standard Deviation13.0111.34
    Sharpe Ratio0.850.64
    Treynor Ratio10.176.91
    5 Years
    Alpha (against Standard Index)0.51-1.36
    Beta (against Standard Index)1.101.00
    Mean Annual Return1.351.07
    R-squared (against Standard Index)81.4388.44
    Standard Deviation12.6310.99
    Sharpe Ratio1.271.17
    Treynor Ratio14.9613.06
    10 Years
    Alpha (against Standard Index)-1.09-1.42
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.630.55
    R-squared (against Standard Index)92.9992.86
    Standard Deviation17.4416.05
    Sharpe Ratio0.390.37
    Treynor Ratio4.974.76