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Friday, December 25, 2009, 4:51AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
JPMorgan Investor Growth & Income A (ONGIX)On Dec 24: 11.79  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):12.53%
Worst 1 Yr Total Return (2008):-27.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticONGIXCategory
Alpha (against Standard Index)-1.71-2.96
Beta (against Standard Index)1.111.07
Mean Annual Return-0.98-0.09
R-squared (against Standard Index)9793.10
Standard Deviation14.9414.78
Sharpe Ratio-0.14N/A
Treynor Ratio-2.93N/A
5 Years
StatisticONGIXCategory
Alpha (against Standard Index)-1.59-2.53
Beta (against Standard Index)1.111.06
Mean Annual Return3.260.24
R-squared (against Standard Index)9792.17
Standard Deviation12.1211.94
Sharpe Ratio0.08N/A
Treynor Ratio0.25N/A
10 Years
StatisticONGIXCategory
Alpha (against Standard Index)-2.11-2.27
Beta (against Standard Index)1.161.06
Mean Annual Return2.960.27
R-squared (against Standard Index)9686.88
Standard Deviation11.7911.38
Sharpe Ratio0.06N/A
Treynor Ratio0.03N/A

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