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

Sunday, December 27, 2009, 3:43PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
JPMorgan International Equity Index A (OEIAX)On Dec 24: 18.40  Up 0.10 (0.55%)  
MORE ON OEIAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):26.33%
Worst 1 Yr Total Return (2008):-43.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOEIAXCategory
Alpha (against Standard Index)1.510.11
Beta (against Standard Index)1.071.02
Mean Annual Return-4.88-0.23
R-squared (against Standard Index)9795.97
Standard Deviation25.9124.84
Sharpe Ratio-0.15N/A
Treynor Ratio-6.69N/A
5 Years
StatisticOEIAXCategory
Alpha (against Standard Index)0.820.08
Beta (against Standard Index)1.071.01
Mean Annual Return4.860.51
R-squared (against Standard Index)9795.66
Standard Deviation21.2720.38
Sharpe Ratio0.19N/A
Treynor Ratio1.75N/A
10 Years
StatisticOEIAXCategory
Alpha (against Standard Index)0.36-0.14
Beta (against Standard Index)1.051.01
Mean Annual Return2.070.28
R-squared (against Standard Index)9792.61
Standard Deviation19.1818.91
Sharpe Ratio0.05N/A
Treynor Ratio-0.82N/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