JPMorgan SmartRetirement Backtesting

SRJPX -- USA Fund  

USD 21.02  0.10  0.48%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of JPMorgan SmartRetirement 2035 F and determine expected loss or profit from investing in JPMorgan SmartRetirement over given investment horizon. Also please 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

JPMorgan SmartRetirement 'What if' Analysis

August 20, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
November 18, 2019
0.00
If you would invest  0.00  in JPMorgan SmartRetirement on August 20, 2019 and sell it all today you would earn a total of 0.00 from holding JPMorgan SmartRetirement 2035 F or generate 0.0% return on investment in JPMorgan SmartRetirement over 90 days. JPMorgan SmartRetirement is related to or competes with Fidelity Freedom, Fidelity Freedom, American Fds, American Funds, American Funds, American Funds, and T Rowe. 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

Downside Deviation0.5444
Information Ratio(0.09)
Maximum Drawdown2.53
Value At Risk(0.49)
Potential Upside0.8424

JPMorgan SmartRetirement Market Premium Indicators

Risk Adjusted Performance0.1409
Jensen Alpha0.012
Total Risk Alpha6.0E-4
Sortino Ratio(0.08)
Treynor Ratio0.1513

JPMorgan SmartRetirement Backtested Returns

We consider JPMorgan SmartRetirement very steady. JPMorgan SmartRetirement holds Efficiency (Sharpe) Ratio of 0.1721 which attests that the entity had 0.1721% of return per unit of volatility over the last 3 months. Our approach towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for JPMorgan SmartRetirement which you can use to evaluate future volatility of the entity. Please check out JPMorgan SmartRetirement Risk Adjusted Performance of 0.1409 and Market Risk Adjusted Performance of 0.1613 to validate if risk estimate we provide are consistent with the epected return of 0.0804%. The fund retains Market Volatility (i.e. Beta) of 0.5658 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. Although it is extremely important to respect JPMorgan SmartRetirement current price history, it is better to be realistic regarding the information on equity current price movements. The approach towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing JPMorgan SmartRetirement technical indicators you can now evaluate if the expected return of 0.0804% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.59 
correlation synergy

Modest predictability

JPMorgan SmartRetirement 2035 F has modest predictability. Overlapping area represents the amount of predictability between JPMorgan SmartRetirement time series from August 20, 2019 to October 4, 2019 and October 4, 2019 to November 18, 2019. 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 0.59 indicates that roughly 59.0% of current JPMorgan SmartRetirement price fluctuation can be explain by its past prices.
Correlation Coefficient0.59
Spearman Rank Test0.42
Residual Average0.0
Price Variance0.08

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 - SRJPX

JPMorgan SmartRetirement Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in JPMorgan SmartRetirement 2035 F. What is your judgment towards investing in JPMorgan SmartRetirement 2035 F? Are you bullish or bearish?
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Also please 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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