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JPMorgan Diversified C (JDVCX)

On Dec 18: 12.47   0.03 (0.24%)

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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): 11.75% Worst 1 Yr Total Return (2008): -25.99% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JDVCX Category Alpha (against Standard Index) -1.50 -2.96 Beta (against Standard Index) 1.08 1.07 Mean Annual Return -0.68 -0.09 R-squared (against Standard Index) 99 93.10 Standard Deviation 14.44 14.78 Sharpe Ratio -0.13 N/A Treynor Ratio -2.73 N/A 5 Years Statistic JDVCX Category Alpha (against Standard Index) -1.93 -2.53 Beta (against Standard Index) 1.07 1.06 Mean Annual Return 2.88 0.24 R-squared (against Standard Index) 98 92.17 Standard Deviation 11.63 11.94 Sharpe Ratio 0.05 N/A Treynor Ratio -0.10 N/A 10 Years Statistic JDVCX Category Alpha (against Standard Index) -3.41 -2.27 Beta (against Standard Index) 1.11 1.06 Mean Annual Return 1.58 0.27 R-squared (against Standard Index) 97 86.88 Standard Deviation 11.18 11.38 Sharpe Ratio -0.06 N/A Treynor Ratio -1.22 N/A
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