JPMorgan Value Advantage Fund

Scorecard
5 / 5 Stars
Lipper
5 5 5 2 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.09
Mean 1.42
Sharpe Ratio 1.41
Bear Market Decile Rank 36

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.19 97.89
Beta 0.96 0.92
Alpha 1.53 1.86