Ratings & Risk for JPMorgan Small Cap Equity A (VSEAX)

Morningstar Category: Small Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		192
    5-Year High Low
    		164
    10-Year Average Below Average
    		110
    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 20.20 -0.01 -0.13
    5-Year 17.68 0.63 0.26
    10-Year 18.01 0.78 0.36
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 87.37 0.89 12.11
    3-Year 87.78 0.97 4.91
    5-Year 84.10 1.02 5.91
    10-Year 64.86 0.90 8.80

    S&P 500 TR

    Trailing data as of 10/31/2009