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Monday, December 28, 2009, 7:24PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
JPMorgan Equity Income Select (HLIEX)On Dec 28: 7.79  Up 0.01 (0.13%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):21.00%
Worst 1 Yr Total Return (2008):-29.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticHLIEXCategory
Alpha (against Standard Index)-1.37-1.37
Beta (against Standard Index)0.831.02
Mean Annual Return-5.55-0.45
R-squared (against Standard Index)9594.58
Standard Deviation16.8420.79
Sharpe Ratio-0.39N/A
Treynor Ratio-9.45N/A
5 Years
StatisticHLIEXCategory
Alpha (against Standard Index)0.39-0.29
Beta (against Standard Index)0.821.01
Mean Annual Return1.620.14
R-squared (against Standard Index)9393.49
Standard Deviation13.7316.81
Sharpe Ratio-0.03N/A
Treynor Ratio-1.66N/A
10 Years
StatisticHLIEXCategory
Alpha (against Standard Index)1.122.74
Beta (against Standard Index)0.740.88
Mean Annual Return1.520.31
R-squared (against Standard Index)8181.33
Standard Deviation13.4115.97
Sharpe Ratio-0.04N/A
Treynor Ratio-1.89N/A

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