| JP5B Fund | | | EUR 12.20 0.02 0.16% |
JPMF Global market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for JPMF Global Natural or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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JPMF Global Natural has current Market Risk Adjusted Performance of 0.0264.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0264 | |
| ER[a] | = | Expected return on investing in JPMF Global |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
JPMF Global Market Risk Adjusted Performance Peers Comparison
JPMF Market Risk Adjusted Performance Relative To Other Indicators
JPMF Global Natural is rated
below average in market risk adjusted performance among similar funds. It is currently considered the top fund in maximum drawdown among similar funds reporting about
248.48 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for JPMF Global Natural is roughly
248.48
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