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Thursday, December 24, 2009, 2:45AM ET - U.S. Markets open in 6 hours and 45 minutes. Dow Up 0.01% Nasdaq Up 0.75%
JPMorgan Market Expansion Index Select (PGMIX)On Dec 23: 8.78  Up 0.07 (0.80%)  
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Risk  As of 30-Nov-09Get 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
StatisticPGMIXCategory
Alpha (against Standard Index)1.991.45
Beta (against Standard Index)1.161.13
Mean Annual Return-5.77-0.27
R-squared (against Standard Index)9188.11
Standard Deviation24.1623.88
Sharpe Ratio-0.22N/A
Treynor Ratio-6.91N/A
5 Years
StatisticPGMIXCategory
Alpha (against Standard Index)1.961.17
Beta (against Standard Index)1.181.15
Mean Annual Return1.770.26
R-squared (against Standard Index)8986.34
Standard Deviation20.0619.90
Sharpe Ratio0.04N/A
Treynor Ratio-1.03N/A
10 Years
StatisticPGMIXCategory
Alpha (against Standard Index)6.965.72
Beta (against Standard Index)1.041.04
Mean Annual Return5.990.53
R-squared (against Standard Index)7973.17
Standard Deviation18.8719.87
Sharpe Ratio0.25N/A
Treynor Ratio2.95N/A

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