JPMorgan International Currency Income

Scorecard
2 / 5 Stars
Lipper
4 5 1 5 4
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 5.98
Mean 0.03
Sharpe Ratio 0.05
Bear Market Decile Rank 40

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 6.97 79.64
Beta 43.34 0.26
Alpha -12.18 -1.4