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JPMorgan Investor Growth & Income C (ONECX)On Dec 30: 11.54   0.00 (0.00%)  
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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):11.87%
Worst 1 Yr Total Return (2008):-28.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticONECXCategory
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 Deviation14.9514.78
Sharpe Ratio-0.18N/A
Treynor Ratio-3.44N/A
5 Years
StatisticONECXCategory
Alpha (against Standard Index)-2.19-2.53
Beta (against Standard Index)1.111.06
Mean Annual Return2.650.24
R-squared (against Standard Index)9792.17
Standard Deviation12.1211.94
Sharpe Ratio0.03N/A
Treynor Ratio-0.31N/A
10 Years
StatisticONECXCategory
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 Deviation11.7711.38
Sharpe Ratio0.01N/A
Treynor Ratio-0.56N/A

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