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    JPMorgan Small Cap Equity A (VSEAX)

    41.68 Up 0.67(1.63%) Jun 30

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up17
    Number of Years Down4
    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)-0.64-4.66
    Beta (against Standard Index)0.951.05
    Mean Annual Return0.830.59
    R-squared (against Standard Index)74.0668.14
    Standard Deviation12.5414.45
    Sharpe Ratio0.790.49
    Treynor Ratio10.025.94
    5 Years
    StatisticVSEAXCategory
    Alpha (against Standard Index)-1.22-5.64
    Beta (against Standard Index)1.041.18
    Mean Annual Return0.930.69
    R-squared (against Standard Index)83.0378.58
    Standard Deviation13.9316.22
    Sharpe Ratio0.790.51
    Treynor Ratio10.126.14
    10 Years
    StatisticVSEAXCategory
    Alpha (against Standard Index)2.32-1.86
    Beta (against Standard Index)1.001.15
    Mean Annual Return0.890.63
    R-squared (against Standard Index)84.7982.90
    Standard Deviation16.4619.32
    Sharpe Ratio0.580.35
    Treynor Ratio8.724.30