Ratings & Risk for JPMorgan Intrepid Mid Cap A (PECAX)

Morningstar Category: Mid-Cap Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Below Average
    		138
    5-Year Average Average
    		112
    10-Year Average Below Average
    		78
    Overall Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 22.18 -0.49 -0.37
    5-Year 18.98 0.34 0.06
    10-Year 18.32 0.50 0.17
    15-Year 17.75 0.75 0.30
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 91.80 1.00 6.43
    3-Year 90.70 1.08 0.09
    5-Year 87.52 1.11 2.55
    10-Year 78.97 1.01 5.71

    S&P 500 TR

    Trailing data as of 10/31/2009