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JPMorgan Large Cap Growth B (OGLGX)
On
Dec 29
:
15.49
0.04
(0.26%)
MORE ON OGLGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
22.71%
Worst 1 Yr Total Return
(2008)
:
-40.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OGLGX
Category
Alpha (against Standard Index)
4.12
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-1.91
-0.14
R-squared (against Standard Index)
84
88.76
Standard Deviation
21.15
21.04
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.29
N/A
5 Years
Statistic
OGLGX
Category
Alpha (against Standard Index)
0.98
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.50
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
17.33
17.50
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.51
N/A
10 Years
Statistic
OGLGX
Category
Alpha (against Standard Index)
-3.44
-0.13
Beta (against Standard Index)
1.07
1.04
Mean Annual Return
-4.54
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
18.81
19.17
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.95
N/A
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