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JPMorgan Multi-Cap Market Neutral A (OGNAX)On Jan 7: 10.00  Down 0.03 (0.30%)  
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Risk  As of 30-Nov-09Get 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
StatisticOGNAXCategory
Alpha (against Standard Index)-4.651.21
Beta (against Standard Index)1.21-3.35
Mean Annual Return-0.90-0.08
R-squared (against Standard Index)25.48
Standard Deviation4.1510.53
Sharpe Ratio-0.74N/A
Treynor Ratio-2.62N/A
5 Years
StatisticOGNAXCategory
Alpha (against Standard Index)-1.622.47
Beta (against Standard Index)0.15-4.10
Mean Annual Return1.380.20
R-squared (against Standard Index)04.85
Standard Deviation3.799.26
Sharpe Ratio-0.40N/A
Treynor Ratio-10.84N/A
10 Years
StatisticOGNAXCategory
Alpha (against Standard Index)N/A2.77
Beta (against Standard Index)N/A-2.54
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A1.71
Standard DeviationN/A8.34
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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