JPMORGAN STRATEGIC Correlations

JSOCX Fund

USD 11.30 -0.01 -0.09%

Current 90-days correlation between JPMorgan Strategic Income and Financials Ultrasector Profund is 0.03 (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 -0.26, 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 discontinued.

Moving together with JPMORGAN Mutual Fund

0.63	JPDAX	JPMorgan Preferred And	Pair Corr
0.75	OSTCX	JPMorgan Short Duration	Pair Corr
0.65	JPVRX	JPMorgan International	Pair Corr
0.64	JPVZX	JPMorgan International	Pair Corr
0.78	EMREX	JPMorgan Trust Iv	Pair Corr
0.75	EMRSX	JPMorgan Emerging Markets	Pair Corr
0.77	TXRIX	JPMorgan Tax Aware	Pair Corr
0.84	TXRAX	JPMorgan Tax Aware	Pair Corr

Moving against JPMORGAN Mutual Fund

0.68	JPHCX	JPMorgan Floating Rate	Pair Corr
0.64	OSGIX	JPMorgan Mid Cap	Pair Corr
0.55	JPHAX	JPMorgan Floating Rate	Pair Corr
0.59	JPHSX	JPMorgan Floating Rate	Pair Corr
0.54	JPHRX	JPMorgan Floating Rate	Pair Corr

Related Correlations Analysis

	RPFGX	VFAIX	MSVIX	FTIXX	SBFAX	FNPIX
RPFGX		0.92	0.78	0.0	0.94	0.9	RPFGX
VFAIX	0.92		0.66	0.0	0.97	1.0	VFAIX
MSVIX	0.78	0.66		0.0	0.76	0.6	MSVIX
FTIXX	0.0	0.0	0.0		0.0	0.0	FTIXX
SBFAX	0.94	0.97	0.76	0.0		0.96	SBFAX
FNPIX	0.9	1.0	0.6	0.0	0.96		FNPIX
	RPFGX	VFAIX	MSVIX	FTIXX	SBFAX	FNPIX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

FNPIX	+ 1.0	VFAIX
SBFAX	+ 0.97	VFAIX
FNPIX	+ 0.96	SBFAX
SBFAX	+ 0.94	RPFGX
VFAIX	+ 0.92	RPFGX
FNPIX	+ 0.9	RPFGX

High negative correlations

FNPIX	- 0.0	FTIXX
SBFAX	- 0.0	FTIXX
FTIXX	- 0.0	MSVIX
FTIXX	- 0.0	VFAIX
FTIXX	- 0.0	RPFGX

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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
RPFGX	0.83	-0.15	0.82	1.36	-1.77	5.38
VFAIX	0.83	-0.09	-0.14	1.24	-2.00	5.68
MSVIX	0.85	0.01	-0.05	1.38	-1.89	5.24
FTIXX	0.00	0.00	0.00	0.00	0.00	0.00
SBFAX	0.75	-0.08	-0.14	1.49	-1.54	5.03
FNPIX	1.22	-0.14	-0.15	1.95	-3.01	8.25

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