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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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