Ratings & Risk for JPMorgan Strategic Small Cap Value Sel (JPMSX)

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

    Return Risk Rating # of Funds
    3-Year Below Average Average
    192
    5-Year 164
    10-Year 110
    Overall Below Average 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 24.82 -0.66 -0.41
    5-Year
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 86.78 1.19 3.58
    3-Year 87.54 1.19 -1.11
    5-Year
    10-Year

    S&P 500 TR

    Trailing data as of 10/31/2009