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Thursday, January 7, 2010, 12:50PM ET - U.S. Markets close in 3 hours and 10 minutes. Dow Up 0.05% Nasdaq Down 0.36%
JPMorgan Investor Conservative Growth S (ONCFX)On Jan 6: 10.69  Up 0.01 (0.09%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):7.76%
Worst 1 Yr Total Return (2008):-12.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticONCFXCategory
Alpha (against Standard Index)1.36-0.95
Beta (against Standard Index)0.550.74
Mean Annual Return3.170.09
R-squared (against Standard Index)9487.00
Standard Deviation7.5110.61
Sharpe Ratio0.15N/A
Treynor Ratio1.63N/A
5 Years
StatisticONCFXCategory
Alpha (against Standard Index)0.34-1.38
Beta (against Standard Index)0.540.71
Mean Annual Return4.470.27
R-squared (against Standard Index)9385.46
Standard Deviation6.028.33
Sharpe Ratio0.27N/A
Treynor Ratio2.74N/A
10 Years
StatisticONCFXCategory
Alpha (against Standard Index)0.38-0.99
Beta (against Standard Index)0.520.72
Mean Annual Return4.480.31
R-squared (against Standard Index)9180.09
Standard Deviation5.378.09
Sharpe Ratio0.30N/A
Treynor Ratio3.00N/A

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