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Sunday, December 27, 2009, 4:02PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
JPMorgan Large Cap Value C (OLVCX)On Dec 24: 9.90  Up 0.05 (0.51%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):19.55%
Worst 1 Yr Total Return (2008):-39.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOLVCXCategory
Alpha (against Standard Index)-0.99-1.37
Beta (against Standard Index)1.091.02
Mean Annual Return-7.64-0.45
R-squared (against Standard Index)9694.58
Standard Deviation22.0120.79
Sharpe Ratio-0.35N/A
Treynor Ratio-9.11N/A
5 Years
StatisticOLVCXCategory
Alpha (against Standard Index)-0.76-0.29
Beta (against Standard Index)1.081.01
Mean Annual Return-0.400.14
R-squared (against Standard Index)9693.49
Standard Deviation17.6516.81
Sharpe Ratio-0.10N/A
Treynor Ratio-3.14N/A
10 Years
StatisticOLVCXCategory
Alpha (against Standard Index)0.592.74
Beta (against Standard Index)0.980.88
Mean Annual Return-0.040.31
R-squared (against Standard Index)9081.33
Standard Deviation16.7715.97
Sharpe Ratio-0.09N/A
Treynor Ratio-3.02N/A

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