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JPMorgan SmartRetirement 2040 Instl (SMTIX)
On
Jan 5
:
13.29
0.04
(0.30%)
MORE ON SMTIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
6.50%
Worst 1 Yr Total Return
(2008)
:
-34.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMTIX
Category
Alpha (against Standard Index)
-2.50
-5.07
Beta (against Standard Index)
1.47
1.53
Mean Annual Return
-2.73
-0.28
R-squared (against Standard Index)
97
97.22
Standard Deviation
19.82
20.65
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.40
N/A
5 Years
Statistic
SMTIX
Category
Alpha (against Standard Index)
N/A
-3.93
Beta (against Standard Index)
N/A
1.51
Mean Annual Return
N/A
0.21
R-squared (against Standard Index)
N/A
96.68
Standard Deviation
N/A
16.57
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SMTIX
Category
Alpha (against Standard Index)
N/A
-5.64
Beta (against Standard Index)
N/A
1.57
Mean Annual Return
N/A
0.09
R-squared (against Standard Index)
N/A
96.15
Standard Deviation
N/A
15.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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