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

Wednesday, December 30, 2009, 9:43PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
JPMorgan Equity Index B (OGEIX)On Dec 30: 25.50  Up 0.01 (0.04%)  
MORE ON OGEIX
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 (2006):14.43%
Worst 1 Yr Total Return (2008):-37.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOGEIXCategory
Alpha (against Standard Index)-1.130.06
Beta (against Standard Index)1.001.00
Mean Annual Return-6.83-0.33
R-squared (against Standard Index)9995.82
Standard Deviation19.8520.42
Sharpe Ratio-0.37N/A
Treynor Ratio-9.12N/A
5 Years
StatisticOGEIXCategory
Alpha (against Standard Index)-1.150.04
Beta (against Standard Index)1.001.01
Mean Annual Return-0.440.17
R-squared (against Standard Index)9995.19
Standard Deviation16.0616.64
Sharpe Ratio-0.13N/A
Treynor Ratio-3.44N/A
10 Years
StatisticOGEIXCategory
Alpha (against Standard Index)-1.230.81
Beta (against Standard Index)1.000.96
Mean Annual Return-1.790.14
R-squared (against Standard Index)9991.13
Standard Deviation16.2016.39
Sharpe Ratio-0.21N/A
Treynor Ratio-4.72N/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