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JPMorgan Emerging Mkts Eq C (JEMCX)On Dec 9: 19.72   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):35.85%
Worst 1 Yr Total Return (2008):-49.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJEMCXCategory
Alpha (against Standard Index)12.7912.35
Beta (against Standard Index)1.191.29
Mean Annual Return4.940.71
R-squared (against Standard Index)9087.52
Standard Deviation30.1633.07
Sharpe Ratio0.23N/A
Treynor Ratio2.11N/A
5 Years
StatisticJEMCXCategory
Alpha (against Standard Index)9.539.15
Beta (against Standard Index)1.231.29
Mean Annual Return14.861.44
R-squared (against Standard Index)8685.78
Standard Deviation26.3527.65
Sharpe Ratio0.55N/A
Treynor Ratio9.61N/A
10 Years
StatisticJEMCXCategory
Alpha (against Standard Index)9.059.81
Beta (against Standard Index)1.191.23
Mean Annual Return10.331.14
R-squared (against Standard Index)7776.71
Standard Deviation24.3125.41
Sharpe Ratio0.41N/A
Treynor Ratio6.21N/A

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