Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 24, 2009, 6:02AM ET - U.S. Markets open in 3 hours and 28 minutes.
Dow
0.01%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
JPMorgan Large Cap Growth A (OLGAX)
On
Dec 23
:
17.12
0.15
(0.88%)
MORE ON OLGAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
23.40%
Worst 1 Yr Total Return
(2008)
:
-39.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OLGAX
Category
Alpha (against Standard Index)
4.64
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-1.34
-0.14
R-squared (against Standard Index)
84
88.76
Standard Deviation
21.01
21.04
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.73
N/A
5 Years
Statistic
OLGAX
Category
Alpha (against Standard Index)
1.52
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
2.07
0.24
R-squared (against Standard Index)
83
86.59
Standard Deviation
17.23
17.50
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.94
N/A
10 Years
Statistic
OLGAX
Category
Alpha (against Standard Index)
-2.80
-0.13
Beta (against Standard Index)
1.07
1.04
Mean Annual Return
-3.91
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
18.78
19.17
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.37
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center