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    JPMorgan Large Cap Value A (OLVAX)

    14.39 Up 0.01(0.07%) Aug 28

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up17
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):35.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.11-1.28
    Beta (against Standard Index)1.050.98
    Mean Annual Return1.561.25
    R-squared (against Standard Index)85.5186.80
    Standard Deviation9.769.03
    Sharpe Ratio1.911.66
    Treynor Ratio18.7415.94
    5 Years
    Alpha (against Standard Index)-3.64-2.28
    Beta (against Standard Index)1.161.01
    Mean Annual Return1.221.14
    R-squared (against Standard Index)93.4192.21
    Standard Deviation14.0312.28
    Sharpe Ratio1.041.12
    Treynor Ratio12.5413.88
    10 Years
    Alpha (against Standard Index)-1.51-1.24
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.650.61
    R-squared (against Standard Index)95.5593.14
    Standard Deviation16.5815.34
    Sharpe Ratio0.390.40
    Treynor Ratio4.775.11