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JPMorgan Core Bond C (OBOCX)
On
Dec 1
:
11.29
0.02
(0.18%)
MORE ON OBOCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.10%
Worst 1 Yr Total Return
(2005)
:
1.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OBOCX
Category
Alpha (against Standard Index)
0.44
-1.72
Beta (against Standard Index)
0.83
1.02
Mean Annual Return
6.14
0.39
R-squared (against Standard Index)
81
59.27
Standard Deviation
3.67
5.93
Sharpe Ratio
0.96
N/A
Treynor Ratio
4.48
N/A
5 Years
Statistic
OBOCX
Category
Alpha (against Standard Index)
-0.30
-1.05
Beta (against Standard Index)
0.89
0.98
Mean Annual Return
4.51
0.33
R-squared (against Standard Index)
85
61.87
Standard Deviation
3.45
4.88
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.68
N/A
10 Years
Statistic
OBOCX
Category
Alpha (against Standard Index)
-0.44
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
5.67
0.45
R-squared (against Standard Index)
91
71.12
Standard Deviation
3.74
4.47
Sharpe Ratio
0.71
N/A
Treynor Ratio
2.85
N/A
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