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Tuesday, January 5, 2010, 9:03PM ET - U.S. Markets Closed. Dow Down 0.11% Nasdaq Up 0.01%
JPMorgan Investor Growth & Income B (ONEBX)On Jan 5: 11.74  Up 0.04 (0.34%)  
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Risk  As of 30-Nov-09Get 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
StatisticONEBXCategory
Alpha (against Standard Index)-2.28-2.96
Beta (against Standard Index)1.111.07
Mean Annual Return-1.55-0.09
R-squared (against Standard Index)9793.10
Standard Deviation14.9714.78
Sharpe Ratio-0.18N/A
Treynor Ratio-3.43N/A
5 Years
StatisticONEBXCategory
Alpha (against Standard Index)-2.18-2.53
Beta (against Standard Index)1.111.06
Mean Annual Return2.660.24
R-squared (against Standard Index)9792.17
Standard Deviation12.1411.94
Sharpe Ratio0.04N/A
Treynor Ratio-0.30N/A
10 Years
StatisticONEBXCategory
Alpha (against Standard Index)-2.78-2.27
Beta (against Standard Index)1.161.06
Mean Annual Return2.280.27
R-squared (against Standard Index)9686.88
Standard Deviation11.8011.38
Sharpe Ratio0.01N/A
Treynor Ratio-0.55N/A

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