Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 10:01PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
JPMorgan Intrepid Mid Cap B (ODMBX)On Dec 23: 11.03  Up 0.07 (0.64%)  
MORE ON ODMBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


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 (2005):16.52%
Worst 1 Yr Total Return (2008):-39.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticODMBXCategory
Alpha (against Standard Index)-1.131.45
Beta (against Standard Index)1.071.13
Mean Annual Return-7.78-0.27
R-squared (against Standard Index)9088.11
Standard Deviation22.3523.88
Sharpe Ratio-0.35N/A
Treynor Ratio-9.38N/A
5 Years
StatisticODMBXCategory
Alpha (against Standard Index)1.061.17
Beta (against Standard Index)1.101.15
Mean Annual Return1.180.26
R-squared (against Standard Index)8786.34
Standard Deviation18.8319.90
Sharpe Ratio0.00N/A
Treynor Ratio-1.65N/A
10 Years
StatisticODMBXCategory
Alpha (against Standard Index)4.825.72
Beta (against Standard Index)1.001.04
Mean Annual Return3.930.53
R-squared (against Standard Index)7973.17
Standard Deviation18.3319.87
Sharpe Ratio0.15N/A
Treynor Ratio1.00N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center