Jpmorgan Mid Related Correlations
JMVPX Fund | USD 34.89 0.11 0.32% |
Correlations
0.84 | 0.91 | 0.1 | 0.97 | TBDAX | ||
0.84 | 0.93 | 0.41 | 0.89 | SPQAX | ||
0.91 | 0.93 | 0.22 | 0.95 | PGOAX | ||
0.1 | 0.41 | 0.22 | 0.13 | PDBAX | ||
0.97 | 0.89 | 0.95 | 0.13 | PSIAX | ||
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Risk-Adjusted Indicators
There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Mid Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Jpmorgan Mid's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
TBDAX | 0.88 | 0.08 | 0.07 | 0.12 | 0.92 | 1.87 | 7.35 | |||
SPQAX | 0.44 | (0.05) | 0.00 | (0.02) | 0.00 | 0.98 | 3.11 | |||
PGOAX | 0.79 | (0.04) | (0.02) | 0.01 | 1.19 | 1.56 | 5.11 | |||
PDBAX | 0.29 | (0.05) | 0.00 | (0.15) | 0.00 | 0.51 | 2.02 | |||
PSIAX | 0.57 | 0.03 | 0.03 | 0.07 | 0.69 | 1.12 | 4.73 |