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JPMorgan Multi-Cap Market Neutral A (OGNAX)
On
Jan 7
:
10.00
0.03
(0.30%)
MORE ON OGNAX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
7.02%
Worst 1 Yr Total Return
(2007)
:
-2.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OGNAX
Category
Alpha (against Standard Index)
-4.65
1.21
Beta (against Standard Index)
1.21
-3.35
Mean Annual Return
-0.90
-0.08
R-squared (against Standard Index)
2
5.48
Standard Deviation
4.15
10.53
Sharpe Ratio
-0.74
N/A
Treynor Ratio
-2.62
N/A
5 Years
Statistic
OGNAX
Category
Alpha (against Standard Index)
-1.62
2.47
Beta (against Standard Index)
0.15
-4.10
Mean Annual Return
1.38
0.20
R-squared (against Standard Index)
0
4.85
Standard Deviation
3.79
9.26
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-10.84
N/A
10 Years
Statistic
OGNAX
Category
Alpha (against Standard Index)
N/A
2.77
Beta (against Standard Index)
N/A
-2.54
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
1.71
Standard Deviation
N/A
8.34
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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