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Sunday, December 27, 2009, 4:30AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
JPMorgan Investor Growth Select (ONIFX)On Dec 24: 12.40  Up 0.06 (0.49%)  
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Risk  As of 30-Nov-09Get 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
StatisticONIFXCategory
Alpha (against Standard Index)2.140.06
Beta (against Standard Index)0.901.00
Mean Annual Return-2.84-0.33
R-squared (against Standard Index)9795.82
Standard Deviation18.1820.42
Sharpe Ratio-0.19N/A
Treynor Ratio-5.66N/A
5 Years
StatisticONIFXCategory
Alpha (against Standard Index)1.780.04
Beta (against Standard Index)0.911.01
Mean Annual Return2.810.17
R-squared (against Standard Index)9795.19
Standard Deviation14.8016.64
Sharpe Ratio0.06N/A
Treynor Ratio-0.20N/A
10 Years
StatisticONIFXCategory
Alpha (against Standard Index)2.490.81
Beta (against Standard Index)0.880.96
Mean Annual Return2.420.14
R-squared (against Standard Index)9491.13
Standard Deviation14.7316.39
Sharpe Ratio0.04N/A
Treynor Ratio-0.57N/A

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