JPMorgan International Currency Income

Scorecard
2 / 5 Stars
Lipper
5 5 1 5 4
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.72
Mean 0.01
Sharpe Ratio 0.0
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 5.83 81.0
Beta 37.22 0.25
Alpha -10.46 -2.05