Jpmorgan Investor Correlations

Mutual Funds . USA . 
Fund . Jpmorgan Investor Growth
ONGFX Fund  USD 19.36  0.16  0.83%   
The current 90-days correlation between Jpmorgan Investor Growth and Jpmorgan Smartretirement 2035 is 0.18 (i.e., Average diversification). The correlation of Jpmorgan Investor is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Jpmorgan Investor Growth. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with Jpmorgan Mutual Fund

  0.94SRJIX Jpmorgan SmartretirementPairCorr
  0.94SRJQX Jpmorgan SmartretirementPairCorr
  0.94SRJPX Jpmorgan SmartretirementPairCorr
  0.94SRJSX Jpmorgan SmartretirementPairCorr
  0.94SRJYX Jpmorgan SmartretirementPairCorr
  0.94SRJZX Jpmorgan SmartretirementPairCorr
  0.94SRJCX Jpmorgan SmartretirementPairCorr
  0.94SRJAX Jpmorgan SmartretirementPairCorr
  0.65OSGCX Jpmorgan Small CapPairCorr
  0.75OSGIX Jpmorgan Mid CapPairCorr
  0.78JPBRX Jpmorgan Smartretirement*PairCorr
  0.99JPDVX Jpmorgan DiversifiedPairCorr
  0.73JPGSX Jpmorgan Intrepid GrowthPairCorr
  0.63OSTAX Jpmorgan Short-intermediaPairCorr
  0.79JPIVX Jpmorgan Intrepid ValuePairCorr
  0.72OSVCX Jpmorgan Small CapPairCorr
  0.72OBBCX Jpmorgan Mortgage-backedPairCorr
  0.8JPICX Jpmorgan California TaxPairCorr
  0.74OBDCX Jpmorgan E PlusPairCorr
  0.77JPPEX Jpmorgan Mid CapPairCorr
  0.8JPRRX Jpmorgan SmartretirementPairCorr
  0.77JPTBX Jpmorgan Smartretirement*PairCorr
  0.78JPTKX Jpmorgan Smartretirement*PairCorr
  0.8JPTLX Jpmorgan Smartretirement*PairCorr
  0.78JPSRX Jpmorgan Smartretirement*PairCorr
  0.74OBOCX Jpmorgan E BondPairCorr
  0.78JPYRX Jpmorgan SmartretirementPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Investor Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Jpmorgan Investor's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SRJIX  0.43 (0.02) 0.00 (0.06) 0.00 
 0.00 
 0.71 
(0.98)
 2.86 
SRJQX  0.44 (0.01) 0.00 (0.04) 0.00 
 0.00 
 0.71 
(0.93)
 2.86 
SRJPX  0.44 (0.01) 0.00 (0.04) 0.00 
 0.00 
 0.70 
(1.00)
 2.80 
SRJSX  0.44 (0.01) 0.00 (0.04) 0.00 
 0.00 
 0.71 
(0.93)
 2.76 
SRJYX  0.44 (0.01) 0.00 (0.04) 0.00 
 0.00 
 0.71 
(0.98)
 2.81 
SRJZX  0.45 (0.01) 0.00 (0.04) 0.00 
 0.00 
 0.72 
(1.00)
 2.85 
SRJCX  0.43 (0.02) 0.00 (0.07) 0.00 
 0.00 
 0.67 
(0.95)
 2.88 
SRJAX  0.44 (0.01) 0.00 (0.04) 0.00 
 0.00 
 0.66 
(0.99)
 2.79 
OSGCX  0.95 (0.09) 0.00 (0.14) 0.00 
 0.00 
 1.51 
(2.58)
 5.95 
OSGIX  1.11 (0.19) 0.00 (0.26) 0.00 
 0.00 
 1.61 
(3.04)
 10.03 

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