Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 19, 2009, 9:21PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
ING JPMorgan Mid Cp Value S (IJMSX)On Dec 18: 11.32  Up 0.06 (0.53%)  
MORE ON IJMSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):20.59%
Worst 1 Yr Total Return (2008):-33.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIJMSXCategory
Alpha (against Standard Index)0.130.96
Beta (against Standard Index)1.021.15
Mean Annual Return-6.03-0.33
R-squared (against Standard Index)9289.96
Standard Deviation21.0524.07
Sharpe Ratio-0.29N/A
Treynor Ratio-8.15N/A
5 Years
StatisticIJMSXCategory
Alpha (against Standard Index)0.841.28
Beta (against Standard Index)1.011.16
Mean Annual Return1.370.26
R-squared (against Standard Index)9188.97
Standard Deviation16.9819.80
Sharpe Ratio-0.01N/A
Treynor Ratio-1.60N/A
10 Years
StatisticIJMSXCategory
Alpha (against Standard Index)N/A7.57
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A72.92
Standard DeviationN/A18.20
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center