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    JPMorgan International Val C (JIUCX)

    11.85 Up 0.02(0.17%) Sep 27

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):28.02%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.45-0.68
    Beta (against Standard Index)1.000.93
    Mean Annual Return-0.050.17
    R-squared (against Standard Index)91.4389.71
    Standard Deviation13.8513.02
    Sharpe Ratio-0.050.15
    Treynor Ratio-1.621.30
    5 Years
    Alpha (against Standard Index)-1.140.58
    Beta (against Standard Index)0.990.94
    Mean Annual Return0.270.39
    R-squared (against Standard Index)92.6591.20
    Standard Deviation15.5414.86
    Sharpe Ratio0.200.32
    Treynor Ratio1.973.95
    10 Years
    Alpha (against Standard Index)-2.19-1.30
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.150.21
    R-squared (against Standard Index)94.5394.05
    Standard Deviation20.2119.46
    Sharpe Ratio0.040.09
    Treynor Ratio-1.13-0.20