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Monday, December 21, 2009, 11:48PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
JPMorgan Emerging Mkts Eq B (JFBMX)On Dec 21: 19.54  Down 0.06 (0.31%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):35.87%
Worst 1 Yr Total Return (2008):-49.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJFBMXCategory
Alpha (against Standard Index)12.4812.34
Beta (against Standard Index)1.191.29
Mean Annual Return4.270.68
R-squared (against Standard Index)9087.47
Standard Deviation30.0433.01
Sharpe Ratio0.22N/A
Treynor Ratio1.68N/A
5 Years
StatisticJFBMXCategory
Alpha (against Standard Index)10.179.77
Beta (against Standard Index)1.241.29
Mean Annual Return14.311.39
R-squared (against Standard Index)8685.58
Standard Deviation26.2527.53
Sharpe Ratio0.53N/A
Treynor Ratio9.13N/A
10 Years
StatisticJFBMXCategory
Alpha (against Standard Index)8.739.46
Beta (against Standard Index)1.181.23
Mean Annual Return9.831.10
R-squared (against Standard Index)7777.00
Standard Deviation24.2025.24
Sharpe Ratio0.39N/A
Treynor Ratio5.84N/A

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