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JPMorgan Large Cap Value A (OLVAX)

On Dec 24: 10.09   0.05 (0.50%)

MORE ON OLVAX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 20.10% Worst 1 Yr Total Return (2008): -39.20% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OLVAX Category Alpha (against Standard Index) -0.41 -1.37 Beta (against Standard Index) 1.09 1.02 Mean Annual Return -7.10 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 22.00 20.79 Sharpe Ratio -0.33 N/A Treynor Ratio -8.61 N/A 5 Years Statistic OLVAX Category Alpha (against Standard Index) -0.20 -0.29 Beta (against Standard Index) 1.08 1.01 Mean Annual Return 0.17 0.14 R-squared (against Standard Index) 96 93.49 Standard Deviation 17.64 16.81 Sharpe Ratio -0.07 N/A Treynor Ratio -2.62 N/A 10 Years Statistic OLVAX Category Alpha (against Standard Index) 1.23 2.74 Beta (against Standard Index) 0.98 0.88 Mean Annual Return 0.60 0.31 R-squared (against Standard Index) 90 81.33 Standard Deviation 16.78 15.97 Sharpe Ratio -0.05 N/A Treynor Ratio -2.37 N/A
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