Jpmorgan Smartretirement Related Correlations
SRJIX Fund | USD 18.89 0.04 0.21% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Smartretirement 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 Smartretirement'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
SRJPX | 0.40 | (0.01) | (0.04) | 0.05 | 0.47 | 0.80 | 2.33 | |||
SRJSX | 0.40 | (0.01) | (0.04) | 0.05 | 0.48 | 0.78 | 2.40 | |||
SRJYX | 0.40 | (0.01) | (0.04) | 0.05 | 0.45 | 0.78 | 2.34 | |||
SRJZX | 0.40 | (0.01) | (0.04) | 0.05 | 0.48 | 0.80 | 2.43 | |||
SRJCX | 0.41 | (0.01) | (0.04) | 0.04 | 0.48 | 0.79 | 2.40 | |||
SRJAX | 0.40 | (0.01) | (0.04) | 0.05 | 0.48 | 0.79 | 2.42 | |||
OSGIX | 0.76 | (0.02) | 0.00 | 0.05 | 0.89 | 1.50 | 4.29 | |||
JPBRX | 0.42 | 0.01 | (0.07) | 0.29 | 0.50 | 0.76 | 2.41 |