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Thursday, December 17, 2009, 3:09AM ET - U.S. Markets open in 6 hours and 21 minutes. Dow Down 0.10% Nasdaq  0.00%
JPMorgan CA Tax Free Bond Sel (JPCBX)On Dec 16: 10.50   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):3.69%
Worst 1 Yr Total Return (2008):-0.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJPCBXCategory
Alpha (against Standard Index)-0.10-0.77
Beta (against Standard Index)0.900.76
Mean Annual Return3.880.25
R-squared (against Standard Index)9281.88
Standard Deviation5.625.04
Sharpe Ratio0.30N/A
Treynor Ratio1.79N/A
5 Years
StatisticJPCBXCategory
Alpha (against Standard Index)-0.72-0.96
Beta (against Standard Index)0.890.80
Mean Annual Return3.600.27
R-squared (against Standard Index)9283.08
Standard Deviation4.544.28
Sharpe Ratio0.15N/A
Treynor Ratio0.68N/A
10 Years
StatisticJPCBXCategory
Alpha (against Standard Index)-0.86-0.87
Beta (against Standard Index)0.910.79
Mean Annual Return4.500.35
R-squared (against Standard Index)9485.53
Standard Deviation4.403.96
Sharpe Ratio0.37N/A
Treynor Ratio1.73N/A

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