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Thursday, December 24, 2009, 2:59PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
JPMorgan Government Bond B (OGGBX)On Dec 23: 10.60  Down 0.01 (0.09%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):8.17%
Worst 1 Yr Total Return (2005):2.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOGGBXCategory
Alpha (against Standard Index)-0.430.23
Beta (against Standard Index)0.970.76
Mean Annual Return5.800.46
R-squared (against Standard Index)7464.12
Standard Deviation4.613.94
Sharpe Ratio0.75N/A
Treynor Ratio3.63N/A
5 Years
StatisticOGGBXCategory
Alpha (against Standard Index)-0.66-0.23
Beta (against Standard Index)1.020.78
Mean Annual Return4.820.39
R-squared (against Standard Index)7969.48
Standard Deviation4.123.41
Sharpe Ratio0.44N/A
Treynor Ratio1.81N/A
10 Years
StatisticOGGBXCategory
Alpha (against Standard Index)-1.13-0.47
Beta (against Standard Index)1.070.84
Mean Annual Return5.500.44
R-squared (against Standard Index)8878.01
Standard Deviation4.333.66
Sharpe Ratio0.59N/A
Treynor Ratio2.40N/A

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