• FirefoxInstall the new Firefox »
  •  Dow Down0.59% Nasdaq Down0.75%

    JPMorgan International Val S (JIESX)

    13.88 Down 0.22(1.56%) Mar 31

    Risk as of Feb 27, 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
    StatisticJIESXCategory
    Alpha (against Standard Index)-0.081.26
    Beta (against Standard Index)1.081.01
    Mean Annual Return0.630.70
    R-squared (against Standard Index)92.0991.17
    Standard Deviation13.9813.17
    Sharpe Ratio0.530.64
    Treynor Ratio6.247.81
    5 Years
    StatisticJIESXCategory
    Alpha (against Standard Index)-0.520.14
    Beta (against Standard Index)1.111.00
    Mean Annual Return0.670.66
    R-squared (against Standard Index)94.5393.36
    Standard Deviation18.7717.04
    Sharpe Ratio0.420.46
    Treynor Ratio5.766.65
    10 Years
    StatisticJIESXCategory
    Alpha (against Standard Index)-0.45-1.22
    Beta (against Standard Index)1.030.98
    Mean Annual Return0.560.47
    R-squared (against Standard Index)94.9493.64
    Standard Deviation19.8618.98
    Sharpe Ratio0.270.22
    Treynor Ratio3.282.56