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 Dow Down0.42% Nasdaq Down0.52%

JPMorgan International Val S (JIESX)

15.36 Down 0.24(1.54%) Jul 10

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up9
Number of Years Down3
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)-0.041.61
Beta (against Standard Index)1.030.96
Mean Annual Return0.590.60
R-squared (against Standard Index)94.0892.76
Standard Deviation17.6116.43
Sharpe Ratio0.400.45
Treynor Ratio5.496.52
5 Years
StatisticJIESXCategory
Alpha (against Standard Index)-1.070.10
Beta (against Standard Index)1.110.99
Mean Annual Return1.020.96
R-squared (against Standard Index)94.8193.33
Standard Deviation19.2317.38
Sharpe Ratio0.630.66
Treynor Ratio9.7510.61
10 Years
StatisticJIESXCategory
Alpha (against Standard Index)-0.29-0.86
Beta (against Standard Index)1.020.96
Mean Annual Return0.770.68
R-squared (against Standard Index)94.9093.69
Standard Deviation19.8618.76
Sharpe Ratio0.380.36
Treynor Ratio5.725.29