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    JPMorgan Small Cap Equity A (VSEAX)

    44.91 Down 0.29(0.64%) Apr 27

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up17
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):36.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVSEAXCategory
    Alpha (against Standard Index)1.06-2.68
    Beta (against Standard Index)0.981.12
    Mean Annual Return1.351.23
    R-squared (against Standard Index)72.7369.88
    Standard Deviation11.0312.94
    Sharpe Ratio1.471.14
    Treynor Ratio17.1013.23
    5 Years
    StatisticVSEAXCategory
    Alpha (against Standard Index)1.04-3.01
    Beta (against Standard Index)1.081.21
    Mean Annual Return1.381.20
    R-squared (against Standard Index)85.4982.86
    Standard Deviation15.1517.20
    Sharpe Ratio1.090.84
    Treynor Ratio15.3311.35
    10 Years
    StatisticVSEAXCategory
    Alpha (against Standard Index)3.65-0.28
    Beta (against Standard Index)1.021.17
    Mean Annual Return1.060.82
    R-squared (against Standard Index)84.0682.71
    Standard Deviation16.5019.06
    Sharpe Ratio0.680.44
    Treynor Ratio10.215.92