JPMorgan Small Cap Equity Fund

Scorecard
4 / 5 Stars
Lipper
4 4 4 1 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.32
Mean 1.29
Sharpe Ratio 1.08
Bear Market Decile Rank 12

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 92.57 97.4
Beta 1.1 0.87
Alpha -0.5 3.33