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Tuesday, December 29, 2009, 2:34PM ET - U.S. Markets close in 1 hour and 26 minutes. Dow Up 0.15% Nasdaq Down 0.06%
JPMorgan International Equity Index B (OGEBX)On Dec 28: 17.16  Up 0.07 (0.41%)  
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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):25.49%
Worst 1 Yr Total Return (2008):-43.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOGEBXCategory
Alpha (against Standard Index)0.790.11
Beta (against Standard Index)1.071.02
Mean Annual Return-5.57-0.23
R-squared (against Standard Index)9795.97
Standard Deviation25.9024.84
Sharpe Ratio-0.18N/A
Treynor Ratio-7.33N/A
5 Years
StatisticOGEBXCategory
Alpha (against Standard Index)0.100.08
Beta (against Standard Index)1.071.01
Mean Annual Return4.110.51
R-squared (against Standard Index)9795.66
Standard Deviation21.2720.38
Sharpe Ratio0.16N/A
Treynor Ratio1.05N/A
10 Years
StatisticOGEBXCategory
Alpha (against Standard Index)-0.34-0.14
Beta (against Standard Index)1.051.01
Mean Annual Return1.360.28
R-squared (against Standard Index)9792.61
Standard Deviation19.1718.91
Sharpe Ratio0.02N/A
Treynor Ratio-1.49N/A

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