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
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.4
Mean 1.33
Sharpe Ratio 1.1
Bear Market Decile Rank 12

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 89.53 97.47
Beta 1.11 0.87
Alpha -1.99 2.42