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JPMorgan Market Expansion Index B (OMEBX)

On Dec 22: 8.43   0.07 (0.84%)

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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): 17.28% Worst 1 Yr Total Return (2008): -36.07% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMEBX Category Alpha (against Standard Index) 0.99 1.45 Beta (against Standard Index) 1.16 1.13 Mean Annual Return -6.69 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 24.09 23.88 Sharpe Ratio -0.26 N/A Treynor Ratio -7.72 N/A 5 Years Statistic OMEBX Category Alpha (against Standard Index) 0.96 1.17 Beta (against Standard Index) 1.18 1.15 Mean Annual Return 0.78 0.26 R-squared (against Standard Index) 89 86.34 Standard Deviation 20.00 19.90 Sharpe Ratio -0.01 N/A Treynor Ratio -1.88 N/A 10 Years Statistic OMEBX Category Alpha (against Standard Index) 5.95 5.72 Beta (against Standard Index) 1.03 1.04 Mean Annual Return 4.95 0.53 R-squared (against Standard Index) 79 73.17 Standard Deviation 18.81 19.87 Sharpe Ratio 0.20 N/A Treynor Ratio 1.95 N/A
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