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Wednesday, December 23, 2009, 1:28PM ET - U.S. Markets close in 2 hours and 32 minutes. Dow Up 0.04% Nasdaq Up 0.62%
JPMorgan Investor Growth & Income Sel (ONGFX)On Dec 22: 11.58  Up 0.04 (0.35%)  
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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):12.77%
Worst 1 Yr Total Return (2008):-27.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticONGFXCategory
Alpha (against Standard Index)-1.47-2.96
Beta (against Standard Index)1.111.07
Mean Annual Return-0.74-0.09
R-squared (against Standard Index)9793.10
Standard Deviation14.9714.78
Sharpe Ratio-0.13N/A
Treynor Ratio-2.71N/A
5 Years
StatisticONGFXCategory
Alpha (against Standard Index)-1.36-2.53
Beta (against Standard Index)1.111.06
Mean Annual Return3.500.24
R-squared (against Standard Index)9792.17
Standard Deviation12.1511.94
Sharpe Ratio0.10N/A
Treynor Ratio0.46N/A
10 Years
StatisticONGFXCategory
Alpha (against Standard Index)-1.86-2.27
Beta (against Standard Index)1.161.06
Mean Annual Return3.220.27
R-squared (against Standard Index)9686.88
Standard Deviation11.8111.38
Sharpe Ratio0.08N/A
Treynor Ratio0.25N/A

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