Jpmorgan Intrepid Risk Adjusted Performance
JPIVX Fund | USD 30.27 0.41 1.34% |
Jpmorgan |
| = | 0.014 |
ER[a] | = | Expected return on investing in Jpmorgan Intrepid |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Jpmorgan Intrepid Risk Adjusted Performance Peers Comparison
Jpmorgan Risk Adjusted Performance Relative To Other Indicators
Jpmorgan Intrepid Value is rated third overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 248.84 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan Intrepid Value is roughly 248.84
Risk Adjusted Performance |
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Jpmorgan Intrepid Technical Signals
All Jpmorgan Intrepid Technical Indicators
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Risk Adjusted Performance | 0.014 | |||
Market Risk Adjusted Performance | 0.0144 | |||
Mean Deviation | 0.6285 | |||
Semi Deviation | 0.7749 | |||
Downside Deviation | 0.7957 | |||
Coefficient Of Variation | 5823.19 | |||
Standard Deviation | 0.7962 | |||
Variance | 0.6339 | |||
Information Ratio | 0.0722 | |||
Jensen Alpha | 0.0491 | |||
Total Risk Alpha | 0.0536 | |||
Sortino Ratio | 0.0722 | |||
Treynor Ratio | 0.0044 | |||
Maximum Drawdown | 3.48 | |||
Value At Risk | (1.33) | |||
Potential Upside | 1.39 | |||
Downside Variance | 0.6331 | |||
Semi Variance | 0.6004 | |||
Expected Short fall | (0.68) | |||
Skewness | (0.17) | |||
Kurtosis | (0.02) |