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JPMorgan Market Expansion Enh Idx A (OMEAX)

10.09 -0.12 (-1.18%)
At close: June 2 at 8:01 PM EDT

Fund Summary

Under normal circumstances, the fund will hold at least 80% of its assets in stocks in the S&P 1000 Index. "Assets" means net assets, plus the amount of borrowings for investment purposes. The S&P 1000 Index is an index which includes stocks of small- and mid-capitalization companies. These securities trade on national exchanges, as well as over-the-counter as part of the National Market System.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 35.90%
Worst 1Y Total Return --
Number of Years Up 18
Number of Years Down 5

Performance & Risk

YTD Return -10.24%
5y Average Return 8.36%
Rank in Category (ytd) 16
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.13
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
OMEAXCategory AverageOMEAXCategory AverageOMEAXCategory Average
Alpha -4.48 -0.09 -5.93 -0.06 -3.34 -0.06
BETA 1.13 0.01 1.14 0.01 1.11 0.01
Mean Annual Return 1.01 0.01 0.84 0.01 1 0.01
R-squared 82.15 0.83 81.88 0.77 80.85 0.78
Standard Deviation 23.34 0.26 20.62 0.21 16.84 0.19
Sharpe Ratio 2.96 0 3.14 0.01 4.09 0.01
Treynor Ratio 8.09 0.08 6.26 0.1 9.35 0.09

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