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Saturday, December 19, 2009, 1:20PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
JPMorgan Growth Advantage C (JGACX)On Dec 18: 6.63  Up 0.06 (0.91%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):24.31%
Worst 1 Yr Total Return (2008):-42.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJGACXCategory
Alpha (against Standard Index)4.192.05
Beta (against Standard Index)1.021.08
Mean Annual Return-2.22-0.20
R-squared (against Standard Index)8884.21
Standard Deviation21.5723.41
Sharpe Ratio-0.10N/A
Treynor Ratio-4.42N/A
5 Years
StatisticJGACXCategory
Alpha (against Standard Index)3.721.56
Beta (against Standard Index)1.051.11
Mean Annual Return4.030.29
R-squared (against Standard Index)8580.86
Standard Deviation18.4019.91
Sharpe Ratio0.15N/A
Treynor Ratio0.99N/A
10 Years
StatisticJGACXCategory
Alpha (against Standard Index)-1.913.33
Beta (against Standard Index)1.161.11
Mean Annual Return-5.960.32
R-squared (against Standard Index)3961.70
Standard Deviation30.1423.38
Sharpe Ratio-0.15N/A
Treynor Ratio-7.65N/A

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