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JPMorgan High Yield Fund Select (OHYFX)
On
Dec 28
:
7.78
0.01
(0.13%)
MORE ON OHYFX
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Research Reports
Risk
As of 30-Nov-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)
:
12.80%
Worst 1 Yr Total Return
(2008)
:
-22.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OHYFX
Category
Alpha (against Standard Index)
-0.53
-3.31
Beta (against Standard Index)
0.96
1.15
Mean Annual Return
4.84
0.30
R-squared (against Standard Index)
9
10.85
Standard Deviation
13.29
15.35
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.67
N/A
5 Years
Statistic
OHYFX
Category
Alpha (against Standard Index)
1.50
-0.58
Beta (against Standard Index)
0.79
0.95
Mean Annual Return
6.00
0.39
R-squared (against Standard Index)
8
9.33
Standard Deviation
10.53
12.17
Sharpe Ratio
0.33
N/A
Treynor Ratio
3.81
N/A
10 Years
Statistic
OHYFX
Category
Alpha (against Standard Index)
2.46
0.41
Beta (against Standard Index)
0.41
0.52
Mean Annual Return
6.54
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
8.94
10.75
Sharpe Ratio
0.43
N/A
Treynor Ratio
8.85
N/A
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