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Jpmorgan Smartretirement Backtesting

JP
SRJIX -- USA Fund  

USD 20.66  0.05  0.24%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Jpmorgan Smartretirement 2035 Fund R5 Class and determine expected loss or profit from investing in Jpmorgan Smartretirement over given investment horizon. Additionally take a look at Jpmorgan Smartretirement Hype Analysis, Jpmorgan Smartretirement Correlation, Portfolio Optimization, Jpmorgan Smartretirement Volatility as well as analyze Jpmorgan Smartretirement Alpha and Beta and Jpmorgan Smartretirement Performance.
SymbolX
Backtest

Jpmorgan Smartretirement 'What if' Analysis

November 21, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
February 19, 2020
0.00
If you would invest  0.00  in Jpmorgan Smartretirement on November 21, 2019 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Smartretirement 2035 Fund R5 Class or generate 0.0% return on investment in Jpmorgan Smartretirement over 90 days. Jpmorgan Smartretirement is related to or competes with American Funds, Fidelity Freedom, Retirement, TIAA CREF, TIAA CREF, Fidelity Advisor, and American Century. The investment seeks high total return with a shift to current income and some capital appreciation over time as the fun...

Jpmorgan Smartretirement Upside/Downside Indicators

Information Ratio(0.12)
Maximum Drawdown7.52
Value At Risk(1.19)
Potential Upside0.699

Jpmorgan Smartretirement Market Premium Indicators

Risk Adjusted Performance(0.028042)
Jensen Alpha(0.08)
Total Risk Alpha(0.14)
Treynor Ratio(0.12)

Jpmorgan Smartretirement Backtested Returns

Macroaxis considers Jpmorgan Smartretirement to be not too volatile. Jpmorgan Smartretirement holds Efficiency (Sharpe) Ratio of -0.028 which attests that the entity had -0.028% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Jpmorgan Smartretirement exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Jpmorgan Smartretirement Risk Adjusted Performance of (0.028042) and Market Risk Adjusted Performance of (0.11) to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of 0.3925 which attests that as returns on market increase, Jpmorgan Smartretirement returns are expected to increase less than the market. However during bear market, the loss on holding Jpmorgan Smartretirement will be expected to be smaller as well. Even though it is essential to pay attention to Jpmorgan Smartretirement current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Jpmorgan Smartretirement exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.24) 
correlation synergy

Weak reverse predictability

Jpmorgan Smartretirement 2035 Fund R5 Class has weak reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Smartretirement time series from November 21, 2019 to January 5, 2020 and January 5, 2020 to February 19, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jpmorgan Smartretirement price movement. The serial correlation of -0.24 indicates that over 24.0% of current Jpmorgan Smartretirement price fluctuation can be explain by its past prices. Given that Jpmorgan Smartretirement 2035 Fund R5 Class has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Jpmorgan Smartretirement for similar time interval.
Correlation Coefficient-0.24
Spearman Rank Test-0.02
Residual Average0.0
Price Variance0.04

Jpmorgan Smartretirement lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Jpmorgan Smartretirement regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Jpmorgan Smartretirement Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - SRJIX

Jpmorgan Smartretirement Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Jpmorgan Smartretirement 2035 Fund R5 Class. What is your judgment towards investing in Jpmorgan Smartretirement 2035 Fund R5 Class? Are you bullish or bearish?
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50% Bearish
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Additionally take a look at Jpmorgan Smartretirement Hype Analysis, Jpmorgan Smartretirement Correlation, Portfolio Optimization, Jpmorgan Smartretirement Volatility as well as analyze Jpmorgan Smartretirement Alpha and Beta and Jpmorgan Smartretirement Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.