Jpmorgan Value Related Correlations
JVARX Fund | USD 36.75 0.12 0.33% |
Correlations
0.86 | 0.86 | 0.94 | 0.87 | DOXGX | ||
0.86 | 1.0 | 0.92 | 0.95 | FFMMX | ||
0.86 | 1.0 | 0.92 | 0.95 | FFFMX | ||
0.94 | 0.92 | 0.92 | 0.89 | AMFFX | ||
0.87 | 0.95 | 0.95 | 0.89 | VIVAX | ||
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Risk-Adjusted Indicators
There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Value 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 Value'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
DOXGX | 0.52 | 0.05 | (0.02) | (0.72) | 0.81 | 0.88 | 5.45 | |||
FFMMX | 0.41 | (0.02) | (0.06) | 0.03 | 0.51 | 0.86 | 2.62 | |||
FFFMX | 0.41 | (0.02) | (0.06) | 0.03 | 0.51 | 0.85 | 2.60 | |||
AMFFX | 0.42 | 0.02 | (0.06) | 0.60 | 0.52 | 0.85 | 2.60 | |||
VIVAX | 0.45 | 0.05 | (0.01) | 2.94 | 0.52 | 0.97 | 2.93 |