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JPMorgan International Equity Index B (OGEBX)
On
Dec 28
:
17.16
0.07
(0.41%)
MORE ON OGEBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
OGEBX
Category
Alpha (against Standard Index)
0.79
0.11
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-5.57
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
25.90
24.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
OGEBX
Category
Alpha (against Standard Index)
0.10
0.08
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
4.11
0.51
R-squared (against Standard Index)
97
95.66
Standard Deviation
21.27
20.38
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.05
N/A
10 Years
Statistic
OGEBX
Category
Alpha (against Standard Index)
-0.34
-0.14
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
1.36
0.28
R-squared (against Standard Index)
97
92.61
Standard Deviation
19.17
18.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.49
N/A
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