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JPMorgan US Real Estate A (SUSIX)
On
Jan 5
:
12.15
0.05
(0.41%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
36.81%
Worst 1 Yr Total Return
(2008)
:
-39.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SUSIX
Category
Alpha (against Standard Index)
-1.59
-1.50
Beta (against Standard Index)
1.68
1.61
Mean Annual Return
-16.95
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
41.27
38.87
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-11.42
N/A
5 Years
Statistic
SUSIX
Category
Alpha (against Standard Index)
3.79
2.65
Beta (against Standard Index)
1.66
1.60
Mean Annual Return
-0.57
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
33.40
31.51
Sharpe Ratio
0.07
N/A
Treynor Ratio
-2.14
N/A
10 Years
Statistic
SUSIX
Category
Alpha (against Standard Index)
11.96
11.10
Beta (against Standard Index)
0.91
0.89
Mean Annual Return
9.93
1.01
R-squared (against Standard Index)
33
36.04
Standard Deviation
25.54
24.18
Sharpe Ratio
0.39
N/A
Treynor Ratio
7.67
N/A
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