JPMORGAN STRATEGIC Correlations

JSOSX Fund

USD 11.43 0.01 0.09%

Current 90-days correlation between JPMorgan Strategic Income and Mesirow Financial Small is -0.2 (i.e., Good diversification).The statistical correlation between JPMORGAN STRATEGIC and related instruments captures the linear component of their co-movement; nonlinear tail dependence may require additional analysis.

Market Correlation Profile: JPMORGAN STRATEGIC

Good diversification

For the present investment horizon, the measured correlation between JSOSX and DJI stands at -0.09, or Good diversification. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.

Use Risk vs Return Analysis to better understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. The allocation includes a position in JPMorgan Strategic Income within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving together with JPMORGAN Mutual Fund

0.82	JPDAX	JPMorgan Preferred And	Pair Corr
0.82	JPDIX	JPMorgan Preferred And	Pair Corr
0.82	JPDRX	JPMorgan Preferred And	Pair Corr
0.93	OSTAX	JPMorgan Short	Pair Corr
0.86	OSTCX	JPMorgan Short Duration	Pair Corr
0.94	OSTSX	JPMORGAN SHORT-INTERMEDIA	Pair Corr
0.85	JPICX	JPMorgan California Tax	Pair Corr
0.75	OBDCX	JPMorgan E Plus	Pair Corr
0.77	JPVRX	JPMorgan International	Pair Corr
0.77	JPVZX	JPMorgan International	Pair Corr
0.84	EMRSX	JPMorgan Emerging Markets	Pair Corr
0.74	PGBOX	JPMorgan E Bond	Pair Corr
0.91	STMCX	JPMORGAN SHORT-INTERMEDIA	Pair Corr
0.94	TXRAX	JPMorgan Tax Aware	Pair Corr

Moving against JPMORGAN Mutual Fund

0.77	JPGSX	JPMorgan Intrepid Growth	Pair Corr
0.46	OSGIX	JPMorgan Mid Cap	Pair Corr
0.45	JPHAX	JPMorgan Floating Rate	Pair Corr
0.49	JPHRX	JPMorgan Floating Rate	Pair Corr
0.47	JPHSX	JPMorgan Floating Rate	Pair Corr

Related Correlations Analysis

	FAFSX	MFHVX	FIKBX	VFAIX	ICFAX	RPFGX	MSVIX
FAFSX		-0.11	0.87	0.91	0.87	0.97	0.11	FAFSX
MFHVX	-0.11		0.1	-0.38	-0.02	-0.05	-0.46	MFHVX
FIKBX	0.87	0.1		0.82	0.82	0.89	-0.25	FIKBX
VFAIX	0.91	-0.38	0.82		0.83	0.87	0.23	VFAIX
ICFAX	0.87	-0.02	0.82	0.83		0.88	0.16	ICFAX
RPFGX	0.97	-0.05	0.89	0.87	0.88		0.0	RPFGX
MSVIX	0.11	-0.46	-0.25	0.23	0.16	0.0		MSVIX
	FAFSX	MFHVX	FIKBX	VFAIX	ICFAX	RPFGX	MSVIX

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

RPFGX	+ 0.97	FAFSX
VFAIX	+ 0.91	FAFSX
RPFGX	+ 0.89	FIKBX
RPFGX	+ 0.88	ICFAX
FIKBX	+ 0.87	FAFSX
ICFAX	+ 0.87	FAFSX

High negative correlations

MSVIX	- 0.46	MFHVX
VFAIX	- 0.38	MFHVX
MSVIX	- 0.25	FIKBX
MFHVX	- 0.11	FAFSX
RPFGX	- 0.05	MFHVX
ICFAX	- 0.02	MFHVX

Risk-Adjusted Indicators

There is a big difference between JPMORGAN Mutual Fund performing well and JPMORGAN STRATEGIC Mutual Fund doing well as a business compared to the competition. A thorough review of JPMORGAN STRATEGIC's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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
FAFSX	0.88	-0.14	0.00	0.52	0.00	0.00	1.42	-1.86	6.18
MFHVX	0.12	0.01	0.37	0.02	0.11	-0.16	0.25	-0.25	0.87
FIKBX	0.96	0.03	0.00	-0.06	0.00	0.00	1.90	-1.87	10.33
VFAIX	0.82	-0.08	0.00	-0.16	0.00	0.00	1.24	-2.00	5.68
ICFAX	0.68	-0.06	0.00	-0.16	0.00	0.00	1.47	-1.30	4.61
RPFGX	0.84	-0.09	0.00	0.35	0.00	0.00	1.50	-1.77	5.98
MSVIX	2.09	-0.98	0.00	-1.32	0.00	0.00	1.36	-2.08	62.89

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