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JPMorgan Disciplined Equity A (JDEAX)

On Dec 14: 14.13   0.10 (0.71%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 15.17% Worst 1 Yr Total Return (2008): -36.98% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JDEAX Category Alpha (against Standard Index) 1.17 0.06 Beta (against Standard Index) 1.01 1.00 Mean Annual Return -4.80 -0.33 R-squared (against Standard Index) 99 95.82 Standard Deviation 20.19 20.42 Sharpe Ratio -0.25 N/A Treynor Ratio -6.98 N/A 5 Years Statistic JDEAX Category Alpha (against Standard Index) 0.24 0.04 Beta (against Standard Index) 1.01 1.01 Mean Annual Return 0.91 0.17 R-squared (against Standard Index) 99 95.19 Standard Deviation 16.30 16.64 Sharpe Ratio -0.04 N/A Treynor Ratio -2.06 N/A 10 Years Statistic JDEAX Category Alpha (against Standard Index) -0.51 0.81 Beta (against Standard Index) 1.03 0.96 Mean Annual Return -1.20 0.14 R-squared (against Standard Index) 99 91.13 Standard Deviation 16.68 16.39 Sharpe Ratio -0.16 N/A Treynor Ratio -4.03 N/A
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