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JPMorgan Mid Cap Growth Sel (HLGEX)
On
Dec 18
:
18.03
0.12
(0.67%)
MORE ON HLGEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.11%
Worst 1 Yr Total Return
(2008)
:
-43.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HLGEX
Category
Alpha (against Standard Index)
3.30
2.05
Beta (against Standard Index)
1.13
1.08
Mean Annual Return
-4.29
-0.20
R-squared (against Standard Index)
87
84.21
Standard Deviation
23.99
23.41
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.83
N/A
5 Years
Statistic
HLGEX
Category
Alpha (against Standard Index)
2.72
1.56
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
2.59
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
19.95
19.91
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.35
N/A
10 Years
Statistic
HLGEX
Category
Alpha (against Standard Index)
4.12
3.33
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
2.51
0.32
R-squared (against Standard Index)
70
61.70
Standard Deviation
20.93
23.38
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.38
N/A
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