Finance Home - My Yahoo - Yahoo! - Help

Saturday, December 19, 2009, 3:03PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

JPMorgan Emerging Mkts Debt Sel (JEMDX)

On Dec 18: 7.52   0.00 (0.00%)

MORE ON JEMDX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 14.83% Worst 1 Yr Total Return (2008): -28.73% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JEMDX Category Alpha (against Standard Index) -8.76 -4.50 Beta (against Standard Index) 2.60 2.19 Mean Annual Return 2.07 0.55 R-squared (against Standard Index) 32 36.04 Standard Deviation 18.83 15.18 Sharpe Ratio 0.09 N/A Treynor Ratio -0.08 N/A 5 Years Statistic JEMDX Category Alpha (against Standard Index) -0.43 0.49 Beta (against Standard Index) 2.20 1.95 Mean Annual Return 6.90 0.69 R-squared (against Standard Index) 28 35.07 Standard Deviation 15.34 12.20 Sharpe Ratio 0.33 N/A Treynor Ratio 1.77 N/A 10 Years Statistic JEMDX Category Alpha (against Standard Index) 3.61 3.95 Beta (against Standard Index) 1.47 1.38 Mean Annual Return 11.06 0.97 R-squared (against Standard Index) 16 21.93 Standard Deviation 13.97 11.30 Sharpe Ratio 0.62 N/A Treynor Ratio 5.52 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center