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JPMorgan Mid Cap Growth C (OMGCX)

On Dec 18: 15.27   0.10 (0.66%)

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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 (2007): 16.08% Worst 1 Yr Total Return (2008): -44.29% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMGCX Category Alpha (against Standard Index) 2.42 2.05 Beta (against Standard Index) 1.12 1.08 Mean Annual Return -5.12 -0.20 R-squared (against Standard Index) 87 84.21 Standard Deviation 23.96 23.41 Sharpe Ratio -0.19 N/A Treynor Ratio -6.58 N/A 5 Years Statistic OMGCX Category Alpha (against Standard Index) 1.82 1.56 Beta (against Standard Index) 1.14 1.11 Mean Annual Return 1.68 0.29 R-squared (against Standard Index) 85 80.86 Standard Deviation 19.91 19.91 Sharpe Ratio 0.04 N/A Treynor Ratio -1.14 N/A 10 Years Statistic OMGCX Category Alpha (against Standard Index) 3.17 3.33 Beta (against Standard Index) 1.08 1.11 Mean Annual Return 1.55 0.32 R-squared (against Standard Index) 70 61.70 Standard Deviation 20.91 23.38 Sharpe Ratio 0.04 N/A Treynor Ratio -1.27 N/A
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