• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up1.03% Nasdaq Up1.29%

    JPMorgan International Val C (JIUCX)

    13.79 Up 0.04(0.29%) May 1

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):28.02%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJIUCXCategory
    Alpha (against Standard Index)-1.560.89
    Beta (against Standard Index)1.091.01
    Mean Annual Return0.500.67
    R-squared (against Standard Index)92.8391.49
    Standard Deviation14.0613.22
    Sharpe Ratio0.420.61
    Treynor Ratio4.727.32
    5 Years
    StatisticJIUCXCategory
    Alpha (against Standard Index)-1.270.21
    Beta (against Standard Index)1.111.00
    Mean Annual Return0.450.52
    R-squared (against Standard Index)94.4193.23
    Standard Deviation18.5616.86
    Sharpe Ratio0.290.37
    Treynor Ratio3.334.98
    10 Years
    StatisticJIUCXCategory
    Alpha (against Standard Index)-1.21-1.19
    Beta (against Standard Index)1.030.98
    Mean Annual Return0.510.49
    R-squared (against Standard Index)94.8993.69
    Standard Deviation19.8619.04
    Sharpe Ratio0.240.23
    Treynor Ratio2.652.74