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Sunday, December 20, 2009, 12:27PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
James Small Cap (JASCX)On Dec 18: 16.45  Up 0.02 (0.12%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):26.19%
Worst 1 Yr Total Return (2008):-35.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJASCXCategory
Alpha (against Standard Index)-6.59-0.27
Beta (against Standard Index)0.911.17
Mean Annual Return-11.30-0.44
R-squared (against Standard Index)8584.58
Standard Deviation19.6125.23
Sharpe Ratio-0.62N/A
Treynor Ratio-14.88N/A
5 Years
StatisticJASCXCategory
Alpha (against Standard Index)-2.790.26
Beta (against Standard Index)0.971.19
Mean Annual Return-2.320.18
R-squared (against Standard Index)7581.92
Standard Deviation17.8821.20
Sharpe Ratio-0.21N/A
Treynor Ratio-5.48N/A
10 Years
StatisticJASCXCategory
Alpha (against Standard Index)7.218.93
Beta (against Standard Index)0.900.95
Mean Annual Return6.650.82
R-squared (against Standard Index)6264.94
Standard Deviation18.5519.09
Sharpe Ratio0.28N/A
Treynor Ratio4.12N/A

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