JPMorgan Small Cap Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.08
Mean 1.36
Sharpe Ratio 0.95
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 89.81 98.75
Beta 1.32 1.04
Alpha -5.02 0.65