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JPMorgan High Yield Bond B (OGHBX)
On
Dec 1
:
7.56
0.00
(0.00%)
MORE ON OGHBX
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Risk
As of 31-Oct-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)
:
11.83%
Worst 1 Yr Total Return
(2008)
:
-23.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OGHBX
Category
Alpha (against Standard Index)
-1.25
-3.12
Beta (against Standard Index)
0.97
1.16
Mean Annual Return
4.07
0.31
R-squared (against Standard Index)
9
10.86
Standard Deviation
13.35
15.35
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.70
N/A
5 Years
Statistic
OGHBX
Category
Alpha (against Standard Index)
1.09
-0.09
Beta (against Standard Index)
0.75
0.92
Mean Annual Return
5.14
0.40
R-squared (against Standard Index)
7
8.80
Standard Deviation
10.56
12.20
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.82
N/A
10 Years
Statistic
OGHBX
Category
Alpha (against Standard Index)
1.61
0.55
Beta (against Standard Index)
0.40
0.51
Mean Annual Return
5.58
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
8.96
10.75
Sharpe Ratio
0.32
N/A
Treynor Ratio
6.51
N/A
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