Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 31, 2009, 3:27AM ET - U.S. Markets open in 6 hours and 3 minutes.
Dow
0.03%
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 C (OLGCX)
On
Dec 30
:
15.39
0.02
(0.13%)
MORE ON OLGCX
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)
:
22.79%
Worst 1 Yr Total Return
(2008)
:
-40.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OLGCX
Category
Alpha (against Standard Index)
4.16
2.20
Beta (against Standard Index)
0.98
0.99
Mean Annual Return
-1.88
-0.14
R-squared (against Standard Index)
84
88.76
Standard Deviation
21.17
21.04
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.26
N/A
5 Years
Statistic
OLGCX
Category
Alpha (against Standard Index)
1.00
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.53
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
17.34
17.50
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.49
N/A
10 Years
Statistic
OLGCX
Category
Alpha (against Standard Index)
-3.42
-0.13
Beta (against Standard Index)
1.08
1.04
Mean Annual Return
-4.52
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
18.82
19.17
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.93
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center