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

Thursday, December 24, 2009, 12:51AM ET - U.S. Markets open in 8 hours and 39 minutes. Dow Up 0.01% Nasdaq Up 0.75%
JPMorgan Intrepid Mid Cap C (ODMCX)On Dec 23: 11.04  Up 0.07 (0.64%)  
MORE ON ODMCX
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):16.58%
Worst 1 Yr Total Return (2008):-39.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticODMCXCategory
Alpha (against Standard Index)-1.081.45
Beta (against Standard Index)1.071.13
Mean Annual Return-7.74-0.27
R-squared (against Standard Index)9088.11
Standard Deviation22.3523.88
Sharpe Ratio-0.35N/A
Treynor Ratio-9.34N/A
5 Years
StatisticODMCXCategory
Alpha (against Standard Index)1.091.17
Beta (against Standard Index)1.101.15
Mean Annual Return1.200.26
R-squared (against Standard Index)8786.34
Standard Deviation18.8319.90
Sharpe Ratio0.00N/A
Treynor Ratio-1.63N/A
10 Years
StatisticODMCXCategory
Alpha (against Standard Index)4.835.72
Beta (against Standard Index)1.001.04
Mean Annual Return3.940.53
R-squared (against Standard Index)7973.17
Standard Deviation18.3519.87
Sharpe Ratio0.15N/A
Treynor Ratio1.01N/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