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JPMorgan Investor Conservative Growth B (OICGX)
On
Dec 30
:
10.64
0.01
(0.09%)
MORE ON OICGX
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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)
:
6.95%
Worst 1 Yr Total Return
(2008)
:
-12.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OICGX
Category
Alpha (against Standard Index)
0.54
-0.95
Beta (against Standard Index)
0.55
0.74
Mean Annual Return
2.33
0.09
R-squared (against Standard Index)
95
87.00
Standard Deviation
7.50
10.61
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.11
N/A
5 Years
Statistic
OICGX
Category
Alpha (against Standard Index)
-0.50
-1.38
Beta (against Standard Index)
0.54
0.71
Mean Annual Return
3.60
0.27
R-squared (against Standard Index)
93
85.46
Standard Deviation
6.01
8.33
Sharpe Ratio
0.13
N/A
Treynor Ratio
1.12
N/A
10 Years
Statistic
OICGX
Category
Alpha (against Standard Index)
-0.54
-0.99
Beta (against Standard Index)
0.52
0.72
Mean Annual Return
3.53
0.31
R-squared (against Standard Index)
91
80.09
Standard Deviation
5.36
8.09
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.18
N/A
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