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Wednesday, December 30, 2009, 3:39PM ET - U.S. Markets close in 21 mins.. Dow Down 0.10% Nasdaq Down 0.11%
JPMorgan Large Cap Value B (OLVBX)On Dec 29: 9.93  Down 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):19.56%
Worst 1 Yr Total Return (2008):-39.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOLVBXCategory
Alpha (against Standard Index)-0.98-1.37
Beta (against Standard Index)1.091.02
Mean Annual Return-7.62-0.45
R-squared (against Standard Index)9694.58
Standard Deviation21.9720.79
Sharpe Ratio-0.35N/A
Treynor Ratio-9.10N/A
5 Years
StatisticOLVBXCategory
Alpha (against Standard Index)-0.75-0.29
Beta (against Standard Index)1.081.01
Mean Annual Return-0.370.14
R-squared (against Standard Index)9693.49
Standard Deviation17.6316.81
Sharpe Ratio-0.10N/A
Treynor Ratio-3.13N/A
10 Years
StatisticOLVBXCategory
Alpha (against Standard Index)0.602.74
Beta (against Standard Index)0.980.88
Mean Annual Return-0.030.31
R-squared (against Standard Index)9081.33
Standard Deviation16.7615.97
Sharpe Ratio-0.09N/A
Treynor Ratio-3.01N/A

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