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JPMorgan Market Expansion Index A (OMEAX)

On Jan 6: 8.84   0.03 (0.34%)

MORE ON OMEAX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 18.23% Worst 1 Yr Total Return (2008): -35.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMEAX Category Alpha (against Standard Index) 1.72 1.45 Beta (against Standard Index) 1.16 1.13 Mean Annual Return -6.01 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 24.13 23.88 Sharpe Ratio -0.23 N/A Treynor Ratio -7.13 N/A 5 Years Statistic OMEAX Category Alpha (against Standard Index) 1.68 1.17 Beta (against Standard Index) 1.18 1.15 Mean Annual Return 1.50 0.26 R-squared (against Standard Index) 89 86.34 Standard Deviation 20.02 19.90 Sharpe Ratio 0.03 N/A Treynor Ratio -1.26 N/A 10 Years Statistic OMEAX Category Alpha (against Standard Index) 6.69 5.72 Beta (against Standard Index) 1.04 1.04 Mean Annual Return 5.71 0.53 R-squared (against Standard Index) 79 73.17 Standard Deviation 18.85 19.87 Sharpe Ratio 0.24 N/A Treynor Ratio 2.69 N/A
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