JP Morgan Downside Deviation 
JPM  USA Stock  Fiscal Quarter End: December 31, 2019 
Symbol 
 =  0.8797 
SQRT  =  Square root notation 
DV  =  Downside Variance of returns over selected period 
Downside Deviation Comparison
JP Morgan Chase Co is rated below average in downside deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 6.43 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for JP Morgan Chase Co is roughly 6.43
It is the square root of the probabilityweighted squared belowtarget returns. The squaring of the belowtarget returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.Downside Deviation 

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Risk Adjusted Performance  0.1374  
Market Risk Adjusted Performance  0.1905  
Mean Deviation  0.8004  
Semi Deviation  0.602  
Downside Deviation  0.8797  
Coefficient Of Variation  455.82  
Standard Deviation  1.09  
Variance  1.18  
Information Ratio  0.1643  
Jensen Alpha  0.1652  
Total Risk Alpha  0.139  
Sortino Ratio  0.2027  
Treynor Ratio  0.1805  
Maximum Drawdown  5.65  
Value At Risk  (1.30)  
Potential Upside  2.22  
Downside Variance  0.7739  
Semi Variance  0.3624  
Expected Short fall  (0.96)  
Skewness  0.5404  
Kurtosis  0.9792 
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