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Tuesday, December 29, 2009, 8:13PM ET - U.S. Markets Closed. Dow  0.02% Nasdaq  0.12%

JPMorgan Intrepid Mid Cap A (PECAX)

On Dec 29: 12.21   0.02 (0.16%)

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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 (2005): 17.31% Worst 1 Yr Total Return (2008): -39.54% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PECAX Category Alpha (against Standard Index) -0.50 1.45 Beta (against Standard Index) 1.07 1.13 Mean Annual Return -7.20 -0.27 R-squared (against Standard Index) 90 88.11 Standard Deviation 22.37 23.88 Sharpe Ratio -0.32 N/A Treynor Ratio -8.83 N/A 5 Years Statistic PECAX Category Alpha (against Standard Index) 1.71 1.17 Beta (against Standard Index) 1.10 1.15 Mean Annual Return 1.83 0.26 R-squared (against Standard Index) 87 86.34 Standard Deviation 18.86 19.90 Sharpe Ratio 0.04 N/A Treynor Ratio -1.05 N/A 10 Years Statistic PECAX Category Alpha (against Standard Index) 5.52 5.72 Beta (against Standard Index) 1.00 1.04 Mean Annual Return 4.66 0.53 R-squared (against Standard Index) 79 73.17 Standard Deviation 18.36 19.87 Sharpe Ratio 0.18 N/A Treynor Ratio 1.72 N/A
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