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JPMorgan Investor Growth C (OGGCX)

On Dec 23: 11.73   0.05 (0.43%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 13.97% Worst 1 Yr Total Return (2008): -33.64% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OGGCX Category Alpha (against Standard Index) 1.32 0.06 Beta (against Standard Index) 0.91 1.00 Mean Annual Return -3.65 -0.33 R-squared (against Standard Index) 97 95.82 Standard Deviation 18.20 20.42 Sharpe Ratio -0.24 N/A Treynor Ratio -6.54 N/A 5 Years Statistic OGGCX Category Alpha (against Standard Index) 0.96 0.04 Beta (against Standard Index) 0.91 1.01 Mean Annual Return 1.97 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 14.82 16.64 Sharpe Ratio 0.01 N/A Treynor Ratio -1.13 N/A 10 Years Statistic OGGCX Category Alpha (against Standard Index) 1.57 0.81 Beta (against Standard Index) 0.88 0.96 Mean Annual Return 1.49 0.14 R-squared (against Standard Index) 94 91.13 Standard Deviation 14.73 16.39 Sharpe Ratio -0.02 N/A Treynor Ratio -1.62 N/A
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