Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 27, 2009, 4:30AM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
JPMorgan Investor Growth Select (ONIFX)
On
Dec 24
:
12.40
0.06
(0.49%)
MORE ON ONIFX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.91%
Worst 1 Yr Total Return
(2008)
:
-33.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ONIFX
Category
Alpha (against Standard Index)
2.14
0.06
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
-2.84
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
18.18
20.42
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.66
N/A
5 Years
Statistic
ONIFX
Category
Alpha (against Standard Index)
1.78
0.04
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
2.81
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
14.80
16.64
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
ONIFX
Category
Alpha (against Standard Index)
2.49
0.81
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
2.42
0.14
R-squared (against Standard Index)
94
91.13
Standard Deviation
14.73
16.39
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.57
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center