Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 21, 2009, 9:04PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
JPMorgan Emerging Mkts Debt R5 (JEMRX)On Dec 21: 7.53   0.00 (0.00%)  
MORE ON JEMRX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


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):4.76%
Worst 1 Yr Total Return (2008):-28.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJEMRXCategory
Alpha (against Standard Index)-8.59-4.50
Beta (against Standard Index)2.602.19
Mean Annual Return2.260.55
R-squared (against Standard Index)3236.04
Standard Deviation18.8415.18
Sharpe Ratio0.10N/A
Treynor Ratio0.00N/A
5 Years
StatisticJEMRXCategory
Alpha (against Standard Index)-0.310.49
Beta (against Standard Index)2.211.95
Mean Annual Return7.030.69
R-squared (against Standard Index)2835.07
Standard Deviation15.3512.20
Sharpe Ratio0.34N/A
Treynor Ratio1.83N/A
10 Years
StatisticJEMRXCategory
Alpha (against Standard Index)3.663.95
Beta (against Standard Index)1.481.38
Mean Annual Return11.130.97
R-squared (against Standard Index)1621.93
Standard Deviation13.9811.30
Sharpe Ratio0.62N/A
Treynor Ratio5.56N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center