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Jpmorgan Smartretirement Volatility

JP
SRJIX -- USA Fund  

USD 20.38  3.83  23.14%

Macroaxis considers Jpmorgan Smartretirement risky given 3 months investment horizon. Jpmorgan Smartretirement holds Efficiency (Sharpe) Ratio of 0.0415, which attests that the entity had 0.0415% of return per unit of risk over the last 3 months. Our philosophy 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-eight technical indicators for Jpmorgan Smartretirement, which you can use to evaluate future volatility of the entity. Please utilize Jpmorgan Smartretirement Market Risk Adjusted Performance of (0.13) and Risk Adjusted Performance of (0.001096) to validate if our risk estimates are consistent with your expectations.
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Jpmorgan Smartretirement Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Jpmorgan daily returns, and it is calculated using variance and standard deviation. We also use Jpmorgan's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jpmorgan Smartretirement volatility.

90 Days Market Risk

Risky

Chance of Distress

Very Small

90 Days Economic Sensitivity

Barely shadows market

Jpmorgan Smartretirement Market Sensitivity

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.
3 Months Beta |Analyze Jpmorgan Smartretirement Demand Trend
Check current 30 days Jpmorgan Smartretirement correlation with market (DOW)
β = 0.1506

Jpmorgan Smartretirement Central Daily Price Deviation

Jpmorgan Smartretirement Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Jpmorgan Smartretirement Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Jpmorgan Smartretirement moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Jpmorgan Smartretirement Projected Return Density Against Market

Assuming 30 trading days horizon, Jpmorgan Smartretirement has beta of 0.1506 . This entails as returns on market go up, Jpmorgan Smartretirement average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Jpmorgan Smartretirement 2035 Fund R5 Class will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0147 implying that it can potentially generate 0.0147% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Jpmorgan Smartretirement is 2406.8. The daily returns are destributed with a variance of 68.41 and standard deviation of 8.27. The mean deviation of Jpmorgan Smartretirement 2035 Fund R5 Class is currently at 3.86. For similar time horizon, the selected benchmark (DOW) has volatility of 3.99
α
Alpha over DOW
=0.0147
β
Beta against DOW=0.15
σ
Overall volatility
=8.27
Ir
Information ratio =0.0283

Jpmorgan Smartretirement Return Volatility

the fund shows 8.2711% volatility of returns over 30 trading days. the entity inherits 3.9886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Jpmorgan Smartretirement Investment Opportunity

Jpmorgan Smartretirement 2035 Fund R5 Class has a volatility of 8.27 and is 2.07 times more volatile than DOW. 73  of all equities and portfolios are less risky than Jpmorgan Smartretirement. Compared to the overall equity markets, volatility of historical daily returns of Jpmorgan Smartretirement 2035 Fund R5 Class is higher than 73 () of all global equities and portfolios over the last 30 days. Use Jpmorgan Smartretirement 2035 Fund R5 Class to enhance returns of your portfolios. The mutual fund experiences very speculative upward sentiment. . Check odds of Jpmorgan Smartretirement to be traded at $25.48 in 30 days. . 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.

Jpmorgan Smartretirement correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Jpmorgan Smartretirement 2035 and equity matching DJI index in the same portfolio.

Jpmorgan Smartretirement Current Risk Indicators

Jpmorgan Smartretirement Suggested Diversification Pairs

Additionally, take a look at World Market Map. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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