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JPMorgan Emerging Mkts Debt C (JEDCX)On Dec 21: 7.51   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):3.75%
Worst 1 Yr Total Return (2008):-29.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJEDCXCategory
Alpha (against Standard Index)-9.52-4.50
Beta (against Standard Index)2.602.19
Mean Annual Return1.300.55
R-squared (against Standard Index)3236.04
Standard Deviation18.8715.18
Sharpe Ratio0.05N/A
Treynor Ratio-0.37N/A
5 Years
StatisticJEDCXCategory
Alpha (against Standard Index)-1.170.49
Beta (against Standard Index)2.211.95
Mean Annual Return6.110.69
R-squared (against Standard Index)2835.07
Standard Deviation15.3712.20
Sharpe Ratio0.28N/A
Treynor Ratio1.41N/A
10 Years
StatisticJEDCXCategory
Alpha (against Standard Index)2.853.95
Beta (against Standard Index)1.471.38
Mean Annual Return10.240.97
R-squared (against Standard Index)1621.93
Standard Deviation13.9811.30
Sharpe Ratio0.57N/A
Treynor Ratio4.96N/A

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