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Thursday, December 17, 2009, 8:41AM ET - U.S. Markets open in 49 mins.. Dow Down 0.10% Nasdaq  0.00%
JPMorgan Dynamic Small Cap Growth Sel (JDSCX)On Dec 16: 14.45  Up 0.08 (0.56%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):15.64%
Worst 1 Yr Total Return (2008):-43.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJDSCXCategory
Alpha (against Standard Index)-1.200.16
Beta (against Standard Index)1.071.12
Mean Annual Return-8.03-0.38
R-squared (against Standard Index)8484.86
Standard Deviation23.1424.29
Sharpe Ratio-0.34N/A
Treynor Ratio-9.66N/A
5 Years
StatisticJDSCXCategory
Alpha (against Standard Index)-0.36-0.01
Beta (against Standard Index)1.131.17
Mean Annual Return-0.680.16
R-squared (against Standard Index)7680.32
Standard Deviation20.7720.99
Sharpe Ratio-0.07N/A
Treynor Ratio-3.25N/A
10 Years
StatisticJDSCXCategory
Alpha (against Standard Index)3.914.06
Beta (against Standard Index)1.051.16
Mean Annual Return2.030.37
R-squared (against Standard Index)5757.27
Standard Deviation22.5525.21
Sharpe Ratio0.07N/A
Treynor Ratio-0.85N/A

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