JPMORGAN EMERGING Market Risk Adjusted Performance
| EMRSX Fund | | | USD 22.47 -0.31 -1.36% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for JPMorgan Emerging Markets. Availability may differ across exchanges, markets, and reporting intervals.
JPMorgan Emerging Markets has current Market Risk Adjusted Performance of 0.1372.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1372 | |
| ER[a] | = | Expected return on investing in JPMORGAN EMERGING |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
JPMorgan Emerging Markets is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
54.77 of Maximum Drawdown per Market Risk Adjusted Performance. At
54.77 , JPMorgan Emerging Markets's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators