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Tuesday, December 29, 2009, 2:54PM ET - U.S. Markets close in 1 hour and 6 minutes. Dow Up 0.13% Nasdaq Down 0.09%
JPMorgan High Yield Fund Select (OHYFX)On Dec 28: 7.78  Up 0.01 (0.13%)  
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Risk  As of 30-Nov-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):12.80%
Worst 1 Yr Total Return (2008):-22.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOHYFXCategory
Alpha (against Standard Index)-0.53-3.31
Beta (against Standard Index)0.961.15
Mean Annual Return4.840.30
R-squared (against Standard Index)910.85
Standard Deviation13.2915.35
Sharpe Ratio0.25N/A
Treynor Ratio2.67N/A
5 Years
StatisticOHYFXCategory
Alpha (against Standard Index)1.50-0.58
Beta (against Standard Index)0.790.95
Mean Annual Return6.000.39
R-squared (against Standard Index)89.33
Standard Deviation10.5312.17
Sharpe Ratio0.33N/A
Treynor Ratio3.81N/A
10 Years
StatisticOHYFXCategory
Alpha (against Standard Index)2.460.41
Beta (against Standard Index)0.410.52
Mean Annual Return6.540.42
R-squared (against Standard Index)33.87
Standard Deviation8.9410.75
Sharpe Ratio0.43N/A
Treynor Ratio8.85N/A

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