Ratings & Risk for JPMorgan Small Cap Equity B (VSEBX)

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 -0.06 -0.15
    5-Year 17.68 0.58 0.23
    10-Year 18.00 0.73 0.32
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 87.31 0.89 11.58
    3-Year 87.82 0.97 4.41
    5-Year 84.15 1.02 5.40
    10-Year 64.92 0.90 8.16

    S&P 500 TR

    Trailing data as of 10/31/2009