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Friday, December 18, 2009, 8:37PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
JPMorgan Dynamic Small Cap Growth C (VSCCX)On Dec 18: 12.26  Up 0.08 (0.66%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):14.50%
Worst 1 Yr Total Return (2008):-44.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticVSCCXCategory
Alpha (against Standard Index)-2.210.16
Beta (against Standard Index)1.071.12
Mean Annual Return-8.94-0.38
R-squared (against Standard Index)8484.86
Standard Deviation23.1024.29
Sharpe Ratio-0.38N/A
Treynor Ratio-10.53N/A
5 Years
StatisticVSCCXCategory
Alpha (against Standard Index)-1.36-0.01
Beta (against Standard Index)1.131.17
Mean Annual Return-1.660.16
R-squared (against Standard Index)7680.32
Standard Deviation20.7420.99
Sharpe Ratio-0.12N/A
Treynor Ratio-4.12N/A
10 Years
StatisticVSCCXCategory
Alpha (against Standard Index)2.874.06
Beta (against Standard Index)1.051.16
Mean Annual Return0.990.37
R-squared (against Standard Index)5757.27
Standard Deviation22.5225.21
Sharpe Ratio0.03N/A
Treynor Ratio-1.85N/A

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