Ratings & Risk for JPMorgan US Real Estate R2 (JREZX)

Morningstar Category: Real Estate
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Above Average
    		71
    5-Year Average Above Average
    		64
    10-Year Average Above Average
    		43
    Overall Average Above 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 41.10 -0.94 -0.33
    5-Year 33.31 0.36 0.04
    10-Year 25.50 0.97 0.34
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 71.85 2.18 -15.10
    3-Year 65.30 1.70 -0.53
    5-Year 63.77 1.67 3.54
    10-Year 33.00 0.91 11.00

    S&P 500 TR

    Trailing data as of 10/31/2009