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JPMorgan Small Cap Sustainable Ldrs R4 (JGREX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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40.530.00 (0.00%)
At close: 08:05AM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up4
Number of years down2
Best 1-yr total return (20 May 2024)24.30%
Worst 1-yr total return (20 May 2024)N/A

Risk statistics

3 years
JGREXCategory average
5 years
JGREXCategory average
10 years
JGREXCategory average
Alpha
-14.58-0.09
-10.78-0.06
-7.53-0.06
BETA
1.060.01
1.210.01
1.220.01
Mean annual return
-0.410.01
0.490.01
0.660.01
R-squared
75.070.83
77.110.77
74.180.78
Standard deviation
21.660.26
25.380.21
21.530.19
Sharpe ratio
-0.370
0.140.01
0.290.01
Treynor ratio
-9.450.08
0.330.1
3.390.09