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JPMorgan Equity Income C (OINCX)
On
Dec 29
:
7.63
0.01
(0.13%)
MORE ON OINCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.04%
Worst 1 Yr Total Return
(2008)
:
-30.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OINCX
Category
Alpha (against Standard Index)
-2.25
-1.37
Beta (against Standard Index)
0.83
1.02
Mean Annual Return
-6.35
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
16.80
20.79
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.45
N/A
5 Years
Statistic
OINCX
Category
Alpha (against Standard Index)
-0.46
-0.29
Beta (against Standard Index)
0.82
1.01
Mean Annual Return
0.77
0.14
R-squared (against Standard Index)
93
93.49
Standard Deviation
13.69
16.81
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.70
N/A
10 Years
Statistic
OINCX
Category
Alpha (against Standard Index)
0.19
2.74
Beta (against Standard Index)
0.74
0.88
Mean Annual Return
0.59
0.31
R-squared (against Standard Index)
81
81.33
Standard Deviation
13.37
15.97
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.15
N/A
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