Pokemaster, I did some looking around. Here's how it works:
Atk = Power
Def = Stamina
Spe = Speed
SpA = Jump
SpD = Skill
A nature that benefits attack for example will benefit power in the pokeathlon. And a nature that hinders defense will lower stamina. So that being said, take the nature "modest". it benefits Sp attack and lowers Attack. So your pokemon will have higher jumping, but lower power.