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JPMorgan Core Plus Bond C (OBDCX)
On
Dec 4
:
7.80
0.02
(0.26%)
MORE ON OBDCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.25%
Worst 1 Yr Total Return
(2008)
:
-4.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OBDCX
Category
Alpha (against Standard Index)
-1.16
-1.72
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
4.98
0.39
R-squared (against Standard Index)
63
59.27
Standard Deviation
4.91
5.93
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.63
N/A
5 Years
Statistic
OBDCX
Category
Alpha (against Standard Index)
-0.93
-1.05
Beta (against Standard Index)
0.96
0.98
Mean Annual Return
3.98
0.33
R-squared (against Standard Index)
69
61.87
Standard Deviation
4.15
4.88
Sharpe Ratio
0.24
N/A
Treynor Ratio
0.99
N/A
10 Years
Statistic
OBDCX
Category
Alpha (against Standard Index)
-0.92
-0.65
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
5.09
0.45
R-squared (against Standard Index)
80
71.12
Standard Deviation
3.89
4.47
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.28
N/A
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