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Tuesday, January 5, 2010, 9:03PM ET - U.S. Markets Closed.
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JPMorgan Investor Growth & Income B (ONEBX)
On
Jan 5
:
11.74
0.04
(0.34%)
MORE ON ONEBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.79%
Worst 1 Yr Total Return
(2008)
:
-28.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ONEBX
Category
Alpha (against Standard Index)
-2.28
-2.96
Beta (against Standard Index)
1.11
1.07
Mean Annual Return
-1.55
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
14.97
14.78
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.43
N/A
5 Years
Statistic
ONEBX
Category
Alpha (against Standard Index)
-2.18
-2.53
Beta (against Standard Index)
1.11
1.06
Mean Annual Return
2.66
0.24
R-squared (against Standard Index)
97
92.17
Standard Deviation
12.14
11.94
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.30
N/A
10 Years
Statistic
ONEBX
Category
Alpha (against Standard Index)
-2.78
-2.27
Beta (against Standard Index)
1.16
1.06
Mean Annual Return
2.28
0.27
R-squared (against Standard Index)
96
86.88
Standard Deviation
11.80
11.38
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.55
N/A
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