Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 15, 2009, 10:27PM ET - U.S. Markets Closed. Dow Down 0.47% Nasdaq Down 0.50%
JPMorgan Growth & Income B (VINBX)On Dec 15: 23.12  Down 0.14 (0.60%)  
MORE ON VINBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticVINBXCategory
Alpha (against Standard Index)-2.81-1.37
Beta (against Standard Index)1.021.02
Mean Annual Return-8.66-0.45
R-squared (against Standard Index)9894.58
Standard Deviation20.4920.79
Sharpe Ratio-0.45N/A
Treynor Ratio-10.71N/A
5 Years
StatisticVINBXCategory
Alpha (against Standard Index)-1.99-0.29
Beta (against Standard Index)1.011.01
Mean Annual Return-1.360.14
R-squared (against Standard Index)9793.49
Standard Deviation16.4516.81
Sharpe Ratio-0.18N/A
Treynor Ratio-4.31N/A
10 Years
StatisticVINBXCategory
Alpha (against Standard Index)-0.122.74
Beta (against Standard Index)0.940.88
Mean Annual Return-0.510.31
R-squared (against Standard Index)9381.33
Standard Deviation15.8115.97
Sharpe Ratio-0.13N/A
Treynor Ratio-3.64N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center