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

Wednesday, February 10, 2010, 10:55AM ET - U.S. Markets close in 5 hours and 5 minutes. Dow Down 0.63% Nasdaq Down 0.61%
JPMorgan Equity Index B (OGEIX)On Feb 9: 24.24  Up 0.31 (1.30%)  
MORE ON OGEIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2009):25.19%
Worst 1 Yr Total Return (2008):-37.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOGEIXCategory
Alpha (against Standard Index)-1.140.23
Beta (against Standard Index)1.001.01
Mean Annual Return-8.27-0.44
R-squared (against Standard Index)9995.71
Standard Deviation19.9220.52
Sharpe Ratio-0.43N/A
Treynor Ratio-10.27N/A
5 Years
StatisticOGEIXCategory
Alpha (against Standard Index)-1.140.14
Beta (against Standard Index)1.001.01
Mean Annual Return-0.960.14
R-squared (against Standard Index)9995.11
Standard Deviation16.0616.67
Sharpe Ratio-0.16N/A
Treynor Ratio-3.87N/A
10 Years
StatisticOGEIXCategory
Alpha (against Standard Index)-1.230.86
Beta (against Standard Index)1.000.96
Mean Annual Return-2.000.12
R-squared (against Standard Index)9991.07
Standard Deviation16.0716.26
Sharpe Ratio-0.22N/A
Treynor Ratio-4.85N/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