Jpmorgan Intrepid Related Correlations
ODMCX Fund | USD 10.69 0.19 1.81% |
Correlations
USG | SRJIX | SRJQX | SRJPX | SRJSX | SRJYX | SRJZX | SRJCX | SRJAX | OSGCX | ||
USG | 0.71 | 0.73 | 0.71 | 0.73 | 0.73 | 0.73 | 0.73 | 0.73 | 0.56 | USG | |
SRJIX | 0.71 | 0.96 | 1.0 | 0.96 | 0.95 | 0.96 | 0.96 | 0.96 | 0.95 | SRJIX | |
SRJQX | 0.73 | 0.96 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.92 | SRJQX | |
SRJPX | 0.71 | 1.0 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 | SRJPX | |
SRJSX | 0.73 | 0.96 | 1.0 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 0.91 | SRJSX | |
SRJYX | 0.73 | 0.95 | 1.0 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 0.91 | SRJYX | |
SRJZX | 0.73 | 0.96 | 1.0 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 0.92 | SRJZX | |
SRJCX | 0.73 | 0.96 | 1.0 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 0.92 | SRJCX | |
SRJAX | 0.73 | 0.96 | 1.0 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 0.92 | SRJAX | |
OSGCX | 0.56 | 0.95 | 0.92 | 0.95 | 0.91 | 0.91 | 0.92 | 0.92 | 0.92 | OSGCX | |
USG | SRJIX | SRJQX | SRJPX | SRJSX | SRJYX | SRJZX | SRJCX | SRJAX | OSGCX |
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Risk-Adjusted Indicators
There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Intrepid 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 Intrepid'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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
USG | 0.41 | 0.08 | (0.11) | (0.52) | 0.46 | 0.86 | 2.38 | |||
SRJIX | 0.45 | (0.01) | (0.04) | 0.11 | 0.63 | 0.96 | 5.42 | |||
SRJQX | 0.44 | 0.09 | (0.03) | 2.13 | 0.58 | 0.97 | 4.69 | |||
SRJPX | 0.44 | (0.01) | (0.04) | 0.11 | 0.57 | 0.93 | 4.65 | |||
SRJSX | 0.44 | 0.09 | (0.04) | 1.82 | 0.58 | 0.97 | 5.06 | |||
SRJYX | 0.46 | 0.09 | (0.03) | 1.71 | 0.61 | 0.96 | 5.58 | |||
SRJZX | 0.43 | 0.09 | (0.04) | 3.36 | 0.56 | 0.92 | 4.22 | |||
SRJCX | 0.43 | 0.09 | (0.05) | 2.98 | 0.50 | 0.99 | 3.61 | |||
SRJAX | 0.44 | 0.09 | (0.04) | 2.55 | 0.57 | 0.97 | 4.67 | |||
OSGCX | 1.01 | (0.07) | 0.03 | 0.09 | 1.20 | 2.41 | 6.07 |