JP Morgan Information Ratio 
JPM  USA Stock  USD 118.57 0.59 0.50% 
Symbol 
 =  0.0676 
ER[a]  =  Expected return on investing in JP Morgan 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on JP Morgan 
Information Ratio Comparison
JP Morgan Chase Co is rated fourth overall in information ratio category among related companies. It is rated fifth overall in maximum drawdown category among related companies reporting about 101.67 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for JP Morgan Chase Co is roughly 101.67
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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Risk Adjusted Performance  0.0894  
Market Risk Adjusted Performance  0.3253  
Mean Deviation  1.07  
Semi Deviation  1.4  
Downside Deviation  1.5  
Coefficient Of Variation  1027.28  
Standard Deviation  1.4  
Variance  1.97  
Information Ratio  0.0676  
Jensen Alpha  0.1139  
Total Risk Alpha  0.0761  
Sortino Ratio  0.0632  
Treynor Ratio  0.3153  
Maximum Drawdown  6.87  
Value At Risk  (2.48)  
Potential Upside  2.4  
Downside Variance  2.26  
Semi Variance  1.96  
Expected Short fall  (1.09)  
Skewness  (0.38)  
Kurtosis  0.7736 
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