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JPMorgan Growth Advantage C (JGACX)
On
Dec 18
:
6.63
0.06
(0.91%)
MORE ON JGACX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
JGACX
Category
Alpha (against Standard Index)
4.19
2.05
Beta (against Standard Index)
1.02
1.08
Mean Annual Return
-2.22
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
21.57
23.41
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-4.42
N/A
5 Years
Statistic
JGACX
Category
Alpha (against Standard Index)
3.72
1.56
Beta (against Standard Index)
1.05
1.11
Mean Annual Return
4.03
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
18.40
19.91
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.99
N/A
10 Years
Statistic
JGACX
Category
Alpha (against Standard Index)
-1.91
3.33
Beta (against Standard Index)
1.16
1.11
Mean Annual Return
-5.96
0.32
R-squared (against Standard Index)
39
61.70
Standard Deviation
30.14
23.38
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-7.65
N/A
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