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JPMorgan Investor Growth B (OGIGX)
On
Jan 5
:
12.04
0.03
(0.25%)
MORE ON OGIGX
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Research Reports
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)
:
13.98%
Worst 1 Yr Total Return
(2008)
:
-33.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OGIGX
Category
Alpha (against Standard Index)
1.31
0.06
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
-3.65
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
18.19
20.42
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.55
N/A
5 Years
Statistic
OGIGX
Category
Alpha (against Standard Index)
0.94
0.04
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
1.95
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
14.81
16.64
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.15
N/A
10 Years
Statistic
OGIGX
Category
Alpha (against Standard Index)
1.58
0.81
Beta (against Standard Index)
0.89
0.96
Mean Annual Return
1.49
0.14
R-squared (against Standard Index)
94
91.13
Standard Deviation
14.74
16.39
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.62
N/A
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