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JPMorgan Core Bond Select (WOBDX)
On
Dec 8
:
11.23
0.02
(0.18%)
MORE ON WOBDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.97%
Worst 1 Yr Total Return
(2005)
:
2.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WOBDX
Category
Alpha (against Standard Index)
1.28
-1.72
Beta (against Standard Index)
0.82
1.02
Mean Annual Return
6.99
0.39
R-squared (against Standard Index)
81
59.27
Standard Deviation
3.64
5.93
Sharpe Ratio
1.18
N/A
Treynor Ratio
5.57
N/A
5 Years
Statistic
WOBDX
Category
Alpha (against Standard Index)
0.52
-1.05
Beta (against Standard Index)
0.88
0.98
Mean Annual Return
5.36
0.33
R-squared (against Standard Index)
85
61.87
Standard Deviation
3.43
4.88
Sharpe Ratio
0.65
N/A
Treynor Ratio
2.64
N/A
10 Years
Statistic
WOBDX
Category
Alpha (against Standard Index)
0.43
-0.65
Beta (against Standard Index)
0.94
0.96
Mean Annual Return
6.57
0.45
R-squared (against Standard Index)
91
71.12
Standard Deviation
3.74
4.47
Sharpe Ratio
0.94
N/A
Treynor Ratio
3.81
N/A
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