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Saturday, December 19, 2009, 4:36AM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
JPMorgan Mid Cap Growth Sel (HLGEX)On Dec 18: 18.03  Up 0.12 (0.67%)  
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Risk  As of 30-Nov-09Get 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
StatisticHLGEXCategory
Alpha (against Standard Index)3.302.05
Beta (against Standard Index)1.131.08
Mean Annual Return-4.29-0.20
R-squared (against Standard Index)8784.21
Standard Deviation23.9923.41
Sharpe Ratio-0.15N/A
Treynor Ratio-5.83N/A
5 Years
StatisticHLGEXCategory
Alpha (against Standard Index)2.721.56
Beta (against Standard Index)1.151.11
Mean Annual Return2.590.29
R-squared (against Standard Index)8580.86
Standard Deviation19.9519.91
Sharpe Ratio0.08N/A
Treynor Ratio-0.35N/A
10 Years
StatisticHLGEXCategory
Alpha (against Standard Index)4.123.33
Beta (against Standard Index)1.081.11
Mean Annual Return2.510.32
R-squared (against Standard Index)7061.70
Standard Deviation20.9323.38
Sharpe Ratio0.09N/A
Treynor Ratio-0.38N/A

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