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JPMorgan Growth & Income B (VINBX)
On
Dec 15
:
23.12
0.14
(0.60%)
MORE ON VINBX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.95%
Worst 1 Yr Total Return
(2008)
:
-37.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VINBX
Category
Alpha (against Standard Index)
-2.81
-1.37
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-8.66
-0.45
R-squared (against Standard Index)
98
94.58
Standard Deviation
20.49
20.79
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.71
N/A
5 Years
Statistic
VINBX
Category
Alpha (against Standard Index)
-1.99
-0.29
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-1.36
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
16.45
16.81
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.31
N/A
10 Years
Statistic
VINBX
Category
Alpha (against Standard Index)
-0.12
2.74
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
-0.51
0.31
R-squared (against Standard Index)
93
81.33
Standard Deviation
15.81
15.97
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.64
N/A
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