Jpmorgan Core Risk Adjusted Performance
JCPUX Fund | USD 7.23 0.04 0.56% |
Jpmorgan |
| = | 0.0868 |
ER[a] | = | Expected return on investing in Jpmorgan Core |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Jpmorgan Core Risk Adjusted Performance Peers Comparison
Jpmorgan Risk Adjusted Performance Relative To Other Indicators
Jpmorgan E Plus is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 14.69 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan E Plus is roughly 14.69
Risk Adjusted Performance |
Compare Jpmorgan Core to Peers |
Thematic Opportunities
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Jpmorgan Core Technical Signals
All Jpmorgan Core Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0868 | |||
Market Risk Adjusted Performance | 0.2743 | |||
Mean Deviation | 0.2425 | |||
Semi Deviation | 0.1633 | |||
Downside Deviation | 0.3106 | |||
Coefficient Of Variation | 811.37 | |||
Standard Deviation | 0.2965 | |||
Variance | 0.0879 | |||
Information Ratio | 0.271 | |||
Jensen Alpha | 0.0319 | |||
Total Risk Alpha | 0.0451 | |||
Sortino Ratio | 0.2587 | |||
Treynor Ratio | 0.2643 | |||
Maximum Drawdown | 1.28 | |||
Value At Risk | (0.42) | |||
Potential Upside | 0.5563 | |||
Downside Variance | 0.0964 | |||
Semi Variance | 0.0267 | |||
Expected Short fall | (0.30) | |||
Skewness | 0.0641 | |||
Kurtosis | (0.56) |