JPMorgan Fundamental Risk Adjusted Performance

MCDS Etf   59.82  1.40  2.40%   
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JPMorgan Fundamental Data has current Risk Adjusted Performance of 0.1501.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1501
ER[a] = Expected return on investing in JPMorgan Fundamental
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

JPMorgan Fundamental Risk Adjusted Performance Peers Comparison

JPMorgan Risk Adjusted Performance Relative To Other Indicators

JPMorgan Fundamental Data is regarded second largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  22.86  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JPMorgan Fundamental Data is roughly  22.86 
Compare JPMorgan Fundamental to Peers

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