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    JPMorgan International Val C (JIUCX)

    13.77 Down 0.05(0.36%) Jun 1

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    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
    Alpha (against Standard Index)-1.531.05
    Beta (against Standard Index)1.071.00
    Mean Annual Return0.690.86
    R-squared (against Standard Index)92.7891.80
    Standard Deviation14.1013.28
    Sharpe Ratio0.590.78
    Treynor Ratio7.049.88
    5 Years
    Alpha (against Standard Index)-1.310.22
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.550.62
    R-squared (against Standard Index)94.3993.24
    Standard Deviation18.6016.94
    Sharpe Ratio0.350.44
    Treynor Ratio4.516.21
    10 Years
    Alpha (against Standard Index)-1.36-1.26
    Beta (against Standard Index)1.030.98
    Mean Annual Return0.560.54
    R-squared (against Standard Index)94.9093.76
    Standard Deviation19.8819.07
    Sharpe Ratio0.270.27
    Treynor Ratio3.313.48