Ratings & Risk for JPMorgan Small Cap Equity Sel (VSEIX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Low
    		192
    5-Year High Low
    		164
    10-Year Above Average Below Average
    		110
    Overall High 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 20.21 0.01 -0.11
    5-Year 17.70 0.66 0.28
    10-Year 18.02 0.82 0.38
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 87.41 0.89 12.38
    3-Year 87.84 0.97 5.21
    5-Year 84.13 1.02 6.28
    10-Year 64.86 0.90 9.26

    S&P 500 TR

    Trailing data as of 10/31/2009