JPMorgan Small Cap Equity Fund

Scorecard
5 / 5 Stars
Lipper
5 5 4 3 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
5 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.41
Mean 1.38
Sharpe Ratio 1.14
Bear Market Decile Rank 11

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 89.5 97.47
Beta 1.11 0.87
Alpha -1.44 2.97