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JPMorgan Emerging Mkts Sel (JEMSX)

On Dec 17: 20.07   0.42 (2.05%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 36.93% Worst 1 Yr Total Return (2008): -49.58% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JEMSX Category Alpha (against Standard Index) 13.23 12.34 Beta (against Standard Index) 1.19 1.29 Mean Annual Return 5.06 0.68 R-squared (against Standard Index) 90 87.47 Standard Deviation 30.04 33.01 Sharpe Ratio 0.24 N/A Treynor Ratio 2.35 N/A 5 Years Statistic JEMSX Category Alpha (against Standard Index) 10.92 9.77 Beta (against Standard Index) 1.24 1.29 Mean Annual Return 15.16 1.39 R-squared (against Standard Index) 86 85.58 Standard Deviation 26.26 27.53 Sharpe Ratio 0.56 N/A Treynor Ratio 9.82 N/A 10 Years Statistic JEMSX Category Alpha (against Standard Index) 9.45 9.46 Beta (against Standard Index) 1.18 1.23 Mean Annual Return 10.62 1.10 R-squared (against Standard Index) 77 77.00 Standard Deviation 24.21 25.24 Sharpe Ratio 0.42 N/A Treynor Ratio 6.51 N/A
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