JPMorgan Mid Cap Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.18
Mean 1.38
Sharpe Ratio 1.36
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Value TR USD
R-Squared 93.33 95.67
Beta 0.96 0.85
Alpha 1.06 1.86