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    JPMorgan International Val S (JIESX)

    14.87 Down 0.12(0.80%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):39.83%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.60%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.771.05
    Beta (against Standard Index)1.071.00
    Mean Annual Return0.760.86
    R-squared (against Standard Index)92.6791.80
    Standard Deviation14.0913.28
    Sharpe Ratio0.640.78
    Treynor Ratio7.819.88
    5 Years
    Alpha (against Standard Index)-0.560.22
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.620.62
    R-squared (against Standard Index)94.3993.24
    Standard Deviation18.6016.94
    Sharpe Ratio0.390.44
    Treynor Ratio5.226.21
    10 Years
    Alpha (against Standard Index)-0.64-1.26
    Beta (against Standard Index)1.030.98
    Mean Annual Return0.620.54
    R-squared (against Standard Index)94.9493.76
    Standard Deviation19.8719.07
    Sharpe Ratio0.300.27
    Treynor Ratio4.053.48