JPMorgan Mid Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 1 3
Zacks Investment Research
4 (Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.31
Mean 1.3
Sharpe Ratio 1.26
Bear Market Decile Rank 11

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 93.24 96.07
Beta 0.95 0.85
Alpha 2.02 2.64