JPMorgan Diversified Risk Adjusted Performance
JPEM Etf | USD 53.59 0.12 0.22% |
JPMorgan |
| = | 0.0665 |
ER[a] | = | Expected return on investing in JPMorgan Diversified |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
JPMorgan Diversified Risk Adjusted Performance Peers Comparison
JPMorgan Risk Adjusted Performance Relative To Other Indicators
JPMorgan Diversified Return is considered the top ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 52.57 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JPMorgan Diversified Return is roughly 52.57
Risk Adjusted Performance |
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JPMorgan Diversified Technical Signals
All JPMorgan Diversified Technical Indicators
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Risk Adjusted Performance | 0.0665 | |||
Market Risk Adjusted Performance | 0.1062 | |||
Mean Deviation | 0.4779 | |||
Semi Deviation | 0.6044 | |||
Downside Deviation | 0.7229 | |||
Coefficient Of Variation | 941.8 | |||
Standard Deviation | 0.641 | |||
Variance | 0.4109 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | 0.0066 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.0962 | |||
Maximum Drawdown | 3.5 | |||
Value At Risk | (1.22) | |||
Potential Upside | 0.978 | |||
Downside Variance | 0.5226 | |||
Semi Variance | 0.3653 | |||
Expected Short fall | (0.48) | |||
Skewness | (0.43) | |||
Kurtosis | 0.9069 |