JPMorgan International Currency Income

Scorecard
1 / 5 Stars
Lipper
3 3 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 5.92
Mean -0.05
Sharpe Ratio -0.11
Bear Market Decile Rank 44

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 7.18 79.8
Beta 43.49 0.25
Alpha -13.2 -2.36