• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.73% Nasdaq Down0.96%

    JPMorgan International Value I (JNUSX)

    13.99 Down 0.11(0.78%) Jul 27

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):40.22%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJNUSXCategory
    Alpha (against Standard Index)-0.431.13
    Beta (against Standard Index)1.071.00
    Mean Annual Return0.820.90
    R-squared (against Standard Index)88.9188.36
    Standard Deviation11.7711.06
    Sharpe Ratio0.830.98
    Treynor Ratio8.8610.72
    5 Years
    StatisticJNUSXCategory
    Alpha (against Standard Index)0.610.86
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.840.80
    R-squared (against Standard Index)93.5292.86
    Standard Deviation17.5816.19
    Sharpe Ratio0.570.59
    Treynor Ratio8.128.63
    10 Years
    StatisticJNUSXCategory
    Alpha (against Standard Index)-0.21-1.15
    Beta (against Standard Index)1.020.99
    Mean Annual Return0.600.50
    R-squared (against Standard Index)94.8294.04
    Standard Deviation19.8819.21
    Sharpe Ratio0.290.24
    Treynor Ratio3.832.92