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    JPMorgan International Val Sel (JIESX)

    13.16 Up 0.08(0.61%) Oct 6

    Risk as of Sep 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)1.251.72
    Beta (against Standard Index)1.070.98
    Mean Annual Return0.370.62
    R-squared (against Standard Index)91.7889.99
    Standard Deviation13.0111.82
    Sharpe Ratio0.340.63
    Treynor Ratio3.387.16
    5 Years
    Alpha (against Standard Index)0.601.21
    Beta (against Standard Index)1.050.98
    Mean Annual Return0.310.58
    R-squared (against Standard Index)93.0892.63
    Standard Deviation16.5215.85
    Sharpe Ratio0.220.44
    Treynor Ratio2.196.02
    10 Years
    Alpha (against Standard Index)-0.28-1.04
    Beta (against Standard Index)1.020.99
    Mean Annual Return0.390.39
    R-squared (against Standard Index)94.8794.04
    Standard Deviation20.0219.32
    Sharpe Ratio0.170.18
    Treynor Ratio1.341.61