JPMorgan International Currency Income

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.96
Mean 0.01
Sharpe Ratio 0.02
Bear Market Decile Rank 42

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 7.19 79.78
Beta 43.81 0.26
Alpha -12.54 -1.61