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JPMorgan Large Cap Value B (OLVBX)
On
Dec 29
:
9.93
0.01
(0.10%)
MORE ON OLVBX
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Research Reports
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)
:
19.56%
Worst 1 Yr Total Return
(2008)
:
-39.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OLVBX
Category
Alpha (against Standard Index)
-0.98
-1.37
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
-7.62
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
21.97
20.79
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.10
N/A
5 Years
Statistic
OLVBX
Category
Alpha (against Standard Index)
-0.75
-0.29
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-0.37
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
17.63
16.81
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.13
N/A
10 Years
Statistic
OLVBX
Category
Alpha (against Standard Index)
0.60
2.74
Beta (against Standard Index)
0.98
0.88
Mean Annual Return
-0.03
0.31
R-squared (against Standard Index)
90
81.33
Standard Deviation
16.76
15.97
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.01
N/A
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