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    More On JNUSX

    JPMorgan International Value L (JNUSX)

    12.78 Down 0.04(0.31%) Feb 22

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up16
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):40.22%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.50-0.97
    Beta (against Standard Index)0.950.92
    Mean Annual Return0.010.05
    R-squared (against Standard Index)88.3388.79
    Standard Deviation12.6912.33
    Sharpe Ratio0.000.04
    Treynor Ratio-0.88-0.24
    5 Years
    Alpha (against Standard Index)0.120.71
    Beta (against Standard Index)1.010.96
    Mean Annual Return0.440.47
    R-squared (against Standard Index)90.6190.37
    Standard Deviation13.9113.21
    Sharpe Ratio0.370.42
    Treynor Ratio4.265.04
    10 Years
    Alpha (against Standard Index)-1.11-1.20
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.170.16
    R-squared (against Standard Index)94.3094.01
    Standard Deviation20.1519.46
    Sharpe Ratio0.070.07
    Treynor Ratio-0.63-0.64