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JPMorgan Market Expansion Index Select (PGMIX)

On Dec 23: 8.78   0.07 (0.80%)

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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 (2004): 18.58% Worst 1 Yr Total Return (2008): -35.45% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PGMIX Category Alpha (against Standard Index) 1.99 1.45 Beta (against Standard Index) 1.16 1.13 Mean Annual Return -5.77 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 24.16 23.88 Sharpe Ratio -0.22 N/A Treynor Ratio -6.91 N/A 5 Years Statistic PGMIX Category Alpha (against Standard Index) 1.96 1.17 Beta (against Standard Index) 1.18 1.15 Mean Annual Return 1.77 0.26 R-squared (against Standard Index) 89 86.34 Standard Deviation 20.06 19.90 Sharpe Ratio 0.04 N/A Treynor Ratio -1.03 N/A 10 Years Statistic PGMIX Category Alpha (against Standard Index) 6.96 5.72 Beta (against Standard Index) 1.04 1.04 Mean Annual Return 5.99 0.53 R-squared (against Standard Index) 79 73.17 Standard Deviation 18.87 19.87 Sharpe Ratio 0.25 N/A Treynor Ratio 2.95 N/A
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