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JPMorgan Equity Income B (OGIBX)
On
Dec 24
:
7.64
0.04
(0.53%)
MORE ON OGIBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.03%
Worst 1 Yr Total Return
(2008)
:
-30.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OGIBX
Category
Alpha (against Standard Index)
-2.19
-1.37
Beta (against Standard Index)
0.83
1.02
Mean Annual Return
-6.33
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
16.88
20.79
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.38
N/A
5 Years
Statistic
OGIBX
Category
Alpha (against Standard Index)
-0.44
-0.29
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
0.78
0.14
R-squared (against Standard Index)
93
93.49
Standard Deviation
13.75
16.81
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.68
N/A
10 Years
Statistic
OGIBX
Category
Alpha (against Standard Index)
0.21
2.74
Beta (against Standard Index)
0.74
0.88
Mean Annual Return
0.60
0.31
R-squared (against Standard Index)
81
81.33
Standard Deviation
13.41
15.97
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.13
N/A
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