JPMorgan Small Cap Value Fund

Scorecard
3 / 5 Stars
Lipper
4 4 2 1 5
Zacks Investment Research
4 (Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.03
Mean 1.22
Sharpe Ratio 0.86
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 92.08 98.62
Beta 1.31 1.04
Alpha -3.94 0.77