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Wednesday, December 9, 2009, 10:14PM ET - U.S. Markets Closed. Dow  0.50% Nasdaq  0.49%

JPMorgan Disciplined Equity Ultra (JDEUX)

On Dec 9: 13.93   0.06 (0.43%)

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Risk  As of 31-Oct-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): 15.71% Worst 1 Yr Total Return (2008): -36.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JDEUX Category Alpha (against Standard Index) 1.53 0.38 Beta (against Standard Index) 1.01 1.00 Mean Annual Return -5.71 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.85 20.09 Sharpe Ratio -0.32 N/A Treynor Ratio -8.03 N/A 5 Years Statistic JDEUX Category Alpha (against Standard Index) 0.64 0.26 Beta (against Standard Index) 1.01 1.01 Mean Annual Return 0.94 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 16.15 16.47 Sharpe Ratio -0.05 N/A Treynor Ratio -2.07 N/A 10 Years Statistic JDEUX Category Alpha (against Standard Index) -0.12 0.84 Beta (against Standard Index) 1.03 0.97 Mean Annual Return -1.21 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 16.58 16.35 Sharpe Ratio -0.17 N/A Treynor Ratio -4.07 N/A
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