Ratings & Risk for JPMorgan Market Neutral Instl (JPMNX)

Morningstar Category: Long-Short
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		41
    5-Year Above Average Low
    		27
    10-Year Average Low
    		12
    Overall Above Average Low
    		—
    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 3.54 0.46 0.87
    5-Year 3.31 0.38 0.49
    10-Year 3.46 0.29 0.17
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 0.38 0.33 9.80
    3-Year 2.73 1.22 1.54
    5-Year 4.38 1.62 0.44
    10-Year 3.89 1.98 -0.60

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009