JPMORGAN DIVERSIFIED Total Risk Alpha
| JPDVX Fund | | | USD 14.92 0.19 1.29% |
The Total Risk Alpha signal for JPMorgan Diversified Fund reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals.
Risk vs Return Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. Tracking JPMorgan Diversified Fund in a portfolio provides context for performance attribution. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence JPMorgan Diversified Fund's mutual fund valuation — related indicators include
signals in persons.
JPMorgan Diversified Fund has current Total Risk Alpha of 0.0054. 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] |
| = | 0.0054 | |
| ER[a] | = | Expected return on investing in JPMORGAN DIVERSIFIED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JPMORGAN DIVERSIFIED |
| 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 Diversified Fund is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
571.89 of Maximum Drawdown per Total Risk Alpha. At
571.89 , JPMorgan Diversified Fund'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 DIVERSIFIED to Peers
Other Technical Indicators