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JPMorgan Investor Conservative Growth C (OCGCX)On Jan 7: 10.63  Up 0.01 (0.09%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):6.98%
Worst 1 Yr Total Return (2008):-12.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOCGCXCategory
Alpha (against Standard Index)0.51-0.95
Beta (against Standard Index)0.550.74
Mean Annual Return2.310.09
R-squared (against Standard Index)9587.00
Standard Deviation7.4810.61
Sharpe Ratio0.04N/A
Treynor Ratio0.07N/A
5 Years
StatisticOCGCXCategory
Alpha (against Standard Index)-0.51-1.38
Beta (against Standard Index)0.540.71
Mean Annual Return3.590.27
R-squared (against Standard Index)9385.46
Standard Deviation6.008.33
Sharpe Ratio0.13N/A
Treynor Ratio1.11N/A
10 Years
StatisticOCGCXCategory
Alpha (against Standard Index)-0.54-0.99
Beta (against Standard Index)0.520.72
Mean Annual Return3.530.31
R-squared (against Standard Index)9180.09
Standard Deviation5.368.09
Sharpe Ratio0.14N/A
Treynor Ratio1.17N/A

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