JPMORGAN SMARTRETIREMENT* Total Risk Alpha
| JNEAX Fund | | | USD 38.74 0.33 0.86% |
The Total Risk Alpha calculation for JPMORGAN SMARTRETIREMENT* draws on price and volume history. The depth of trading history affects the precision of the indicator.
Risk vs Return Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Portfolio tools allow users to monitor JPMorgan Smartretirement Blend alongside other positions. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence JPMorgan Smartretirement Blend's mutual fund valuation — related indicators include
signals in nation.
JPMorgan Smartretirement Blend has current Total Risk Alpha of 0.0521. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0521 | |
| ER[a] | = | Expected return on investing in JPMORGAN SMARTRETIREMENT* |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JPMORGAN SMARTRETIREMENT* |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
JPMorgan Smartretirement Blend ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
79.22 of Maximum Drawdown per Total Risk Alpha. At
79.22 , JPMorgan Smartretirement Blend's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare JPMORGAN SMARTRETIREMENT* to Peers
Other Technical Indicators