JPMorgan Mid Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.34
Mean 1.36
Sharpe Ratio 1.32
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Value TR USD
R-Squared 93.26 96.01
Beta 0.95 0.86
Alpha 2.75 3.38