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JPMorgan Dynamic Small Cap Growth Sel (JDSCX)
On
Dec 16
:
14.45
0.08
(0.56%)
MORE ON JDSCX
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Research Reports
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)
:
15.64%
Worst 1 Yr Total Return
(2008)
:
-43.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JDSCX
Category
Alpha (against Standard Index)
-1.20
0.16
Beta (against Standard Index)
1.07
1.12
Mean Annual Return
-8.03
-0.38
R-squared (against Standard Index)
84
84.86
Standard Deviation
23.14
24.29
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.66
N/A
5 Years
Statistic
JDSCX
Category
Alpha (against Standard Index)
-0.36
-0.01
Beta (against Standard Index)
1.13
1.17
Mean Annual Return
-0.68
0.16
R-squared (against Standard Index)
76
80.32
Standard Deviation
20.77
20.99
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.25
N/A
10 Years
Statistic
JDSCX
Category
Alpha (against Standard Index)
3.91
4.06
Beta (against Standard Index)
1.05
1.16
Mean Annual Return
2.03
0.37
R-squared (against Standard Index)
57
57.27
Standard Deviation
22.55
25.21
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.85
N/A
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