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JPMorgan Intrepid Mid Cap Select (WOOPX)
On
Dec 24
:
12.66
0.07
(0.56%)
MORE ON WOOPX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
17.62%
Worst 1 Yr Total Return
(2008)
:
-39.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WOOPX
Category
Alpha (against Standard Index)
-0.26
1.45
Beta (against Standard Index)
1.07
1.13
Mean Annual Return
-6.98
-0.27
R-squared (against Standard Index)
90
88.11
Standard Deviation
22.36
23.88
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.62
N/A
5 Years
Statistic
WOOPX
Category
Alpha (against Standard Index)
1.95
1.17
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
2.08
0.26
R-squared (against Standard Index)
87
86.34
Standard Deviation
18.85
19.90
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.83
N/A
10 Years
Statistic
WOOPX
Category
Alpha (against Standard Index)
5.76
5.72
Beta (against Standard Index)
1.01
1.04
Mean Annual Return
4.91
0.53
R-squared (against Standard Index)
79
73.17
Standard Deviation
18.36
19.87
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.97
N/A
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