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JPMorgan High Yield Fund A (OHYAX)
On
Dec 9
:
7.63
0.01
(0.13%)
MORE ON OHYAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.58%
Worst 1 Yr Total Return
(2008)
:
-22.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OHYAX
Category
Alpha (against Standard Index)
-0.61
-3.12
Beta (against Standard Index)
0.98
1.16
Mean Annual Return
4.76
0.31
R-squared (against Standard Index)
9
10.86
Standard Deviation
13.39
15.35
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.40
N/A
5 Years
Statistic
OHYAX
Category
Alpha (against Standard Index)
1.73
-0.09
Beta (against Standard Index)
0.76
0.92
Mean Annual Return
5.83
0.40
R-squared (against Standard Index)
7
8.80
Standard Deviation
10.59
12.20
Sharpe Ratio
0.31
N/A
Treynor Ratio
3.70
N/A
10 Years
Statistic
OHYAX
Category
Alpha (against Standard Index)
2.24
0.55
Beta (against Standard Index)
0.41
0.51
Mean Annual Return
6.27
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
8.97
10.75
Sharpe Ratio
0.39
N/A
Treynor Ratio
8.09
N/A
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