JPMorgan Small Cap Equity Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.35
Mean 1.4
Sharpe Ratio 1.17
Bear Market Decile Rank 11

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 91.19 97.3
Beta 1.1 0.87
Alpha 1.22 3.9