JPMorgan Small Cap Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.09
Mean 1.34
Sharpe Ratio 0.94
Bear Market Decile Rank 60

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 89.83 98.74
Beta 1.32 1.04
Alpha -5.3 0.38