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Saturday, December 26, 2009, 10:57AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

JPMorgan Market Expansion Index C (OMECX)

On Dec 24: 8.24   0.05 (0.61%)

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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): 17.40% Worst 1 Yr Total Return (2008): -36.06% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMECX Category Alpha (against Standard Index) 0.95 1.45 Beta (against Standard Index) 1.16 1.13 Mean Annual Return -6.71 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 24.09 23.88 Sharpe Ratio -0.26 N/A Treynor Ratio -7.75 N/A 5 Years Statistic OMECX 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 OMECX Category Alpha (against Standard Index) 5.96 5.72 Beta (against Standard Index) 1.04 1.04 Mean Annual Return 4.94 0.53 R-squared (against Standard Index) 79 73.17 Standard Deviation 18.84 19.87 Sharpe Ratio 0.20 N/A Treynor Ratio 1.95 N/A
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