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Wednesday, December 30, 2009, 6:24PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
JPMorgan Investor Conservative Growth B (OICGX)On Dec 30: 10.64  Up 0.01 (0.09%)  
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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):6.95%
Worst 1 Yr Total Return (2008):-12.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOICGXCategory
Alpha (against Standard Index)0.54-0.95
Beta (against Standard Index)0.550.74
Mean Annual Return2.330.09
R-squared (against Standard Index)9587.00
Standard Deviation7.5010.61
Sharpe Ratio0.04N/A
Treynor Ratio0.11N/A
5 Years
StatisticOICGXCategory
Alpha (against Standard Index)-0.50-1.38
Beta (against Standard Index)0.540.71
Mean Annual Return3.600.27
R-squared (against Standard Index)9385.46
Standard Deviation6.018.33
Sharpe Ratio0.13N/A
Treynor Ratio1.12N/A
10 Years
StatisticOICGXCategory
Alpha (against Standard Index)-0.54-0.99
Beta (against Standard Index)0.520.72
Mean Annual Return3.530.31
R-squared (against Standard Index)9180.09
Standard Deviation5.368.09
Sharpe Ratio0.14N/A
Treynor Ratio1.18N/A

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