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JPMorgan Intrepid Mid Cap C (ODMCX)
On
Dec 23
:
11.04
0.07
(0.64%)
MORE ON ODMCX
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Research Reports
Risk
As of 30-Nov-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
(2005)
:
16.58%
Worst 1 Yr Total Return
(2008)
:
-39.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ODMCX
Category
Alpha (against Standard Index)
-1.08
1.45
Beta (against Standard Index)
1.07
1.13
Mean Annual Return
-7.74
-0.27
R-squared (against Standard Index)
90
88.11
Standard Deviation
22.35
23.88
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.34
N/A
5 Years
Statistic
ODMCX
Category
Alpha (against Standard Index)
1.09
1.17
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
1.20
0.26
R-squared (against Standard Index)
87
86.34
Standard Deviation
18.83
19.90
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.63
N/A
10 Years
Statistic
ODMCX
Category
Alpha (against Standard Index)
4.83
5.72
Beta (against Standard Index)
1.00
1.04
Mean Annual Return
3.94
0.53
R-squared (against Standard Index)
79
73.17
Standard Deviation
18.35
19.87
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.01
N/A
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