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Thursday, December 24, 2009, 2:17PM ET - U.S. Markets closed early today. Dow  0.51% Nasdaq  0.71%

JPMorgan Multi-Cap Market Neutral B (OGNBX)

On Dec 23: 9.80   0.01 (0.10%)

MORE ON OGNBX

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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): 6.23% Worst 1 Yr Total Return (2007): -3.50% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OGNBX Category Alpha (against Standard Index) -5.33 1.21 Beta (against Standard Index) 1.20 -3.35 Mean Annual Return -1.59 -0.08 R-squared (against Standard Index) 2 5.48 Standard Deviation 4.22 10.53 Sharpe Ratio -0.89 N/A Treynor Ratio -3.22 N/A 5 Years Statistic OGNBX Category Alpha (against Standard Index) -2.38 2.47 Beta (against Standard Index) 0.17 -4.10 Mean Annual Return 0.63 0.20 R-squared (against Standard Index) 0 4.85 Standard Deviation 3.86 9.26 Sharpe Ratio -0.59 N/A Treynor Ratio -14.03 N/A 10 Years Statistic OGNBX 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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