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JPMorgan Core Plus Bond B (OINBX)
On
Dec 24
:
7.81
0.01
(0.13%)
MORE ON OINBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.24%
Worst 1 Yr Total Return
(2008)
:
-4.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OINBX
Category
Alpha (against Standard Index)
-1.26
-1.73
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
4.93
0.39
R-squared (against Standard Index)
64
59.65
Standard Deviation
4.92
5.93
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.72
N/A
5 Years
Statistic
OINBX
Category
Alpha (against Standard Index)
-0.98
-1.13
Beta (against Standard Index)
0.96
0.98
Mean Annual Return
4.35
0.35
R-squared (against Standard Index)
70
61.85
Standard Deviation
4.15
4.90
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.42
N/A
10 Years
Statistic
OINBX
Category
Alpha (against Standard Index)
-0.98
-0.67
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
5.16
0.46
R-squared (against Standard Index)
80
70.95
Standard Deviation
3.90
4.48
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.40
N/A
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