Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 9, 2009, 7:06PM ET - U.S. Markets Closed.
Dow
0.50%
Nasdaq
0.49%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
JPMorgan Core Bond Ultra (JCBUX)
On
Dec 9
:
11.23
0.01
(0.09%)
MORE ON JCBUX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.19%
Worst 1 Yr Total Return
(2006)
:
4.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCBUX
Category
Alpha (against Standard Index)
1.43
-1.72
Beta (against Standard Index)
0.83
1.02
Mean Annual Return
7.20
0.39
R-squared (against Standard Index)
81
59.27
Standard Deviation
3.67
5.93
Sharpe Ratio
1.22
N/A
Treynor Ratio
5.75
N/A
5 Years
Statistic
JCBUX
Category
Alpha (against Standard Index)
0.69
-1.05
Beta (against Standard Index)
0.89
0.98
Mean Annual Return
5.55
0.33
R-squared (against Standard Index)
85
61.87
Standard Deviation
3.45
4.88
Sharpe Ratio
0.70
N/A
Treynor Ratio
2.84
N/A
10 Years
Statistic
JCBUX
Category
Alpha (against Standard Index)
0.51
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
6.67
0.45
R-squared (against Standard Index)
91
71.12
Standard Deviation
3.75
4.47
Sharpe Ratio
0.96
N/A
Treynor Ratio
3.90
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center