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JPMorgan Government Bond C (OGVCX)
On
Dec 3
:
10.73
0.02
(0.19%)
MORE ON OGVCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.15%
Worst 1 Yr Total Return
(2005)
:
2.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OGVCX
Category
Alpha (against Standard Index)
-0.47
0.17
Beta (against Standard Index)
0.98
0.75
Mean Annual Return
5.74
0.45
R-squared (against Standard Index)
75
63.33
Standard Deviation
4.61
3.92
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.40
N/A
5 Years
Statistic
OGVCX
Category
Alpha (against Standard Index)
-0.72
-0.28
Beta (against Standard Index)
1.03
0.77
Mean Annual Return
4.34
0.36
R-squared (against Standard Index)
80
69.10
Standard Deviation
4.16
3.41
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.28
N/A
10 Years
Statistic
OGVCX
Category
Alpha (against Standard Index)
-1.13
-0.49
Beta (against Standard Index)
1.08
0.85
Mean Annual Return
5.36
0.44
R-squared (against Standard Index)
88
77.74
Standard Deviation
4.34
3.68
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.22
N/A
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