JPMorgan Small Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.99
Mean 1.19
Sharpe Ratio 0.84
Bear Market Decile Rank 63

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 92.19 98.65
Beta 1.31 1.04
Alpha -4.28 0.43