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JPMorgan Core Plus Bond A (ONIAX)
On
Dec 22
:
7.79
0.00
(0.00%)
MORE ON ONIAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.79%
Worst 1 Yr Total Return
(2008)
:
-3.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ONIAX
Category
Alpha (against Standard Index)
-0.69
-1.73
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
5.48
0.39
R-squared (against Standard Index)
63
59.65
Standard Deviation
4.90
5.93
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.33
N/A
5 Years
Statistic
ONIAX
Category
Alpha (against Standard Index)
-0.41
-1.13
Beta (against Standard Index)
0.95
0.98
Mean Annual Return
4.91
0.35
R-squared (against Standard Index)
68
61.85
Standard Deviation
4.11
4.90
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.02
N/A
10 Years
Statistic
ONIAX
Category
Alpha (against Standard Index)
-0.38
-0.67
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
5.79
0.46
R-squared (against Standard Index)
80
70.95
Standard Deviation
3.91
4.48
Sharpe Ratio
0.72
N/A
Treynor Ratio
3.08
N/A
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