JPMORGAN STRATEGIC Correlations

JSOCX Fund

USD 11.30 -0.01 -0.09%

Current 90-days correlation between JPMorgan Strategic Income and Qs Moderate Growth is 0.06 (i.e., Very good diversification).Investors use its correlation structure to evaluate hedging opportunities and diversification potential.

JPMORGAN STRATEGIC Correlation With Broad Market

Strong inverse diversification

The correlation between JPMORGAN STRATEGIC and Dow Jones is -0.35, which Macroaxis classifies as Strong inverse diversification for the selected horizon. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding JPMORGAN STRATEGIC alone.

Portfolio design and allocation context appear in Risk vs Return Analysis. The view supports a broader understanding of portfolio structure. JPMorgan Strategic Income can be added to a watchlist or portfolio for position tracking. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence JPMorgan Strategic Income's mutual fund valuation — related indicators include signals in housing.

Moving together with JPMORGAN Mutual Fund

0.98	JSORX	JPMorgan Strategic Income	Pair Corr
0.98	JSOZX	JPMorgan Strategic Income	Pair Corr
0.93	TOLSX	Deutsche Global	Pair Corr
0.61	USPSX	Profunds Ultrashort Steady Growth	Pair Corr
0.76	MSDMX	Morgan Stanley	Pair Corr
0.93	TOLZX	Deutsche Global	Pair Corr
0.95	PWLIX	PIMCO Rae Worldwide	Pair Corr
0.74	FSIRX	Fidelity Strategic Real	Pair Corr
0.85	GLIFX	Lazard Global Listed	Pair Corr
0.72	TRV	The Travelers Companies	Pair Corr
0.8	VZ	Verizon Communications Aggressive Push	Pair Corr
0.77	T	ATT Inc Aggressive Push	Pair Corr
0.76	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.73	CVX	Chevron Corp	Pair Corr
0.74	MCD	McDonalds	Pair Corr

Moving Against JPMORGAN Mutual Fund

0.76	MSFT	Microsoft	Pair Corr
0.75	DIS	Walt Disney	Pair Corr
0.74	IBM	International Business	Pair Corr
0.72	AXP	American Express	Pair Corr
0.63	JPM	JPMorgan Chase	Pair Corr
0.62	BAC	Bank of America Aggressive Push	Pair Corr
0.6	HPQ	HP Inc Aggressive Push	Pair Corr

Related Correlations Analysis

	SMOAX	TWSMX	FHRVX	TDIFX	JTSQX	RNRPX	SCGCX
SMOAX		0.75	0.94	0.98	0.72	0.93	0.63	SMOAX
TWSMX	0.75		0.92	0.82	0.99	0.78	0.89	TWSMX
FHRVX	0.94	0.92		0.97	0.9	0.93	0.8	FHRVX
TDIFX	0.98	0.82	0.97		0.8	0.92	0.7	TDIFX
JTSQX	0.72	0.99	0.9	0.8		0.76	0.89	JTSQX
RNRPX	0.93	0.78	0.93	0.92	0.76		0.79	RNRPX
SCGCX	0.63	0.89	0.8	0.7	0.89	0.79		SCGCX
	SMOAX	TWSMX	FHRVX	TDIFX	JTSQX	RNRPX	SCGCX

Risk-Adjusted Indicators

JPMORGAN STRATEGIC Mutual Fund can look attractive on recent price action while risk efficiency lags the peer group. Reviewing JPMORGAN STRATEGIC's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SMOAX	0.26	0.02	0.18	0.00	0.38	-0.24	0.48	-0.63	1.59
TWSMX	0.46	0.01	0.00	-0.06	0.00	0.00	0.88	-1.28	2.94
FHRVX	0.29	0.01	0.00	-0.05	0.00	0.00	0.56	-0.79	1.94
TDIFX	0.16	0.00	0.00	-0.06	0.00	0.00	0.25	-0.41	1.24
JTSQX	0.61	0.01	0.00	-0.06	0.00	0.00	1.02	-1.74	3.97
RNRPX	0.37	0.06	0.18	0.07	0.52	-0.36	0.65	-1.01	3.79
SCGCX	0.56	0.06	0.12	0.01	0.70	-0.60	0.96	-1.25	4.64

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JPMORGAN STRATEGIC Correlations

JPMORGAN STRATEGIC Correlation With Broad Market

Moving together with JPMORGAN Mutual Fund

Moving Against JPMORGAN Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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