>

Jpmorgan Smartretirement Alpha and Beta Analysis

JP
SRJIX -- USA Fund  

USD 19.19  0.32  1.64%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Jpmorgan Smartretirement 2035 Fund R5 Class as well as systematic risk associated with investing in Jpmorgan Smartretirement over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt benchmark. The goal is to know if an investor is being compensated for the volatility risk taken.The return on investment might be better than a benchmark but still not compensate for the assumption of the volatility risk. Additionally, take a look at Jpmorgan Smartretirement Backtesting, Portfolio Optimization, Jpmorgan Smartretirement Correlation, Jpmorgan Smartretirement Hype Analysis, Jpmorgan Smartretirement Volatility, Jpmorgan Smartretirement History and analyze Jpmorgan Smartretirement Performance.
Equity
Refresh

Jpmorgan Smartretirement Market Premiums

α0.15   β0.22
30 days against DJI

Jpmorgan Smartretirement expected buy-and-hold returns

Jpmorgan Smartretirement Market Price Analysis

Jpmorgan Smartretirement Return and Market Media

The median price of Jpmorgan Smartretirement for the period between Thu, Nov 28, 2019 and Wed, Feb 26, 2020 is 20.35 with a coefficient of variation of 2.51. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 20.52, and mean deviation of 0.4. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
    
  Timeline