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Saturday, December 26, 2009, 4:16AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
JPMorgan Intrepid Mid Cap Select (WOOPX)On Dec 24: 12.66  Up 0.07 (0.56%)  
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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 (2005):17.62%
Worst 1 Yr Total Return (2008):-39.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticWOOPXCategory
Alpha (against Standard Index)-0.261.45
Beta (against Standard Index)1.071.13
Mean Annual Return-6.98-0.27
R-squared (against Standard Index)9088.11
Standard Deviation22.3623.88
Sharpe Ratio-0.31N/A
Treynor Ratio-8.62N/A
5 Years
StatisticWOOPXCategory
Alpha (against Standard Index)1.951.17
Beta (against Standard Index)1.101.15
Mean Annual Return2.080.26
R-squared (against Standard Index)8786.34
Standard Deviation18.8519.90
Sharpe Ratio0.05N/A
Treynor Ratio-0.83N/A
10 Years
StatisticWOOPXCategory
Alpha (against Standard Index)5.765.72
Beta (against Standard Index)1.011.04
Mean Annual Return4.910.53
R-squared (against Standard Index)7973.17
Standard Deviation18.3619.87
Sharpe Ratio0.20N/A
Treynor Ratio1.97N/A

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