JPMorgan Small Cap Value Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 17.02
Mean 1.26
Sharpe Ratio 0.88
Bear Market Decile Rank 59

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 92.46 98.57
Beta 1.31 1.04
Alpha -3.94 1.23