JPMorgan Mid Cap Equity Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 3 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.59
Mean 1.32
Sharpe Ratio 1.08
Bear Market Decile Rank 36

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 92.55 98.42
Beta 1.12 0.97
Alpha -0.13 0.85