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JPMorgan International Equity Index Sel (OIEAX)

On Jan 7: 18.91   0.08 (0.42%)

MORE ON OIEAX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 26.64% Worst 1 Yr Total Return (2008): -43.19% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OIEAX Category Alpha (against Standard Index) 1.76 0.11 Beta (against Standard Index) 1.07 1.02 Mean Annual Return -4.65 -0.23 R-squared (against Standard Index) 97 95.97 Standard Deviation 25.93 24.84 Sharpe Ratio -0.14 N/A Treynor Ratio -6.47 N/A 5 Years Statistic OIEAX Category Alpha (against Standard Index) 1.07 0.08 Beta (against Standard Index) 1.07 1.01 Mean Annual Return 5.12 0.51 R-squared (against Standard Index) 97 95.66 Standard Deviation 21.29 20.38 Sharpe Ratio 0.21 N/A Treynor Ratio 2.00 N/A 10 Years Statistic OIEAX Category Alpha (against Standard Index) 0.65 -0.14 Beta (against Standard Index) 1.05 1.01 Mean Annual Return 2.36 0.28 R-squared (against Standard Index) 97 92.61 Standard Deviation 19.18 18.91 Sharpe Ratio 0.07 N/A Treynor Ratio -0.54 N/A
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