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Wednesday, December 9, 2009, 6:20PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
JPMorgan High Yield Fund A (OHYAX)On Dec 9: 7.63  Up 0.01 (0.13%)  
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Risk  As of 31-Oct-09Get 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
StatisticOHYAXCategory
Alpha (against Standard Index)-0.61-3.12
Beta (against Standard Index)0.981.16
Mean Annual Return4.760.31
R-squared (against Standard Index)910.86
Standard Deviation13.3915.35
Sharpe Ratio0.24N/A
Treynor Ratio2.40N/A
5 Years
StatisticOHYAXCategory
Alpha (against Standard Index)1.73-0.09
Beta (against Standard Index)0.760.92
Mean Annual Return5.830.40
R-squared (against Standard Index)78.80
Standard Deviation10.5912.20
Sharpe Ratio0.31N/A
Treynor Ratio3.70N/A
10 Years
StatisticOHYAXCategory
Alpha (against Standard Index)2.240.55
Beta (against Standard Index)0.410.51
Mean Annual Return6.270.43
R-squared (against Standard Index)33.74
Standard Deviation8.9710.75
Sharpe Ratio0.39N/A
Treynor Ratio8.09N/A

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