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 Dow Up0.06% Nasdaq Down0.01%

JPMorgan Small Cap Equity A (VSEAX)

40.44 Down 0.13(0.32%) May 24


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up15
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)2.78-3.38
Beta (against Standard Index)1.101.23
Mean Annual Return1.501.07
R-squared (against Standard Index)91.3286.67
Standard Deviation17.4419.78
Sharpe Ratio1.020.65
Treynor Ratio16.139.43
5 Years
StatisticVSEAXCategory
Alpha (against Standard Index)6.311.47
Beta (against Standard Index)1.001.16
Mean Annual Return1.080.78
R-squared (against Standard Index)88.9985.73
Standard Deviation20.1223.60
Sharpe Ratio0.630.39
Treynor Ratio11.145.69
10 Years
StatisticVSEAXCategory
Alpha (against Standard Index)5.851.36
Beta (against Standard Index)1.031.21
Mean Annual Return1.260.96
R-squared (against Standard Index)83.6180.07
Standard Deviation16.7119.84
Sharpe Ratio0.800.50
Treynor Ratio12.496.87