JPMorgan Market Neutral Fund

Scorecard
1 / 5 Stars
Lipper
1 1 5 1 5
Zacks Investment Research
3 (Hold)
Standard & Poor's
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TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 3.64
Mean -0.1
Sharpe Ratio -0.36
Bear Market Decile Rank 76

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
DJ UBS Sub Industrial Metals TR USD
R-Squared 0.34 37.89
Beta -0.08 0.11
Alpha -1.03 0.19