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JPMorgan Growth Advantage B (VHIBX)
On
Dec 9
:
6.50
0.03
(0.46%)
MORE ON VHIBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.17%
Worst 1 Yr Total Return
(2008)
:
-42.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VHIBX
Category
Alpha (against Standard Index)
4.64
3.31
Beta (against Standard Index)
1.02
1.09
Mean Annual Return
-3.12
-0.23
R-squared (against Standard Index)
87
84.23
Standard Deviation
21.33
23.37
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.42
N/A
5 Years
Statistic
VHIBX
Category
Alpha (against Standard Index)
4.07
2.25
Beta (against Standard Index)
1.06
1.13
Mean Annual Return
3.96
0.31
R-squared (against Standard Index)
85
81.04
Standard Deviation
18.37
20.00
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.88
N/A
10 Years
Statistic
VHIBX
Category
Alpha (against Standard Index)
0.27
4.42
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
-4.59
0.37
R-squared (against Standard Index)
37
60.91
Standard Deviation
30.98
23.71
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-6.42
N/A
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