JPMorgan Diversified Total Risk Alpha
| JPEM Etf | | | USD 63.50 0.15 0.24% |
JPMorgan Diversified total risk alpha lookup summarizes this and related technical indicators for JPMorgan Diversified Return. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. JPMorgan Diversified has P/E of 12.74. Use
Risk vs Return Analysis to explore allocation context. This includes a position in JPMorgan Diversified Return in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in small area income & poverty estimates.
JPMorgan Diversified Return has current Total Risk Alpha of 0.0971. 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] |
| = | 0.0971 | |
| 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 |
JPMorgan Diversified Total Risk Alpha Peers Comparison
JPMorgan Total Risk Alpha Relative To Other Indicators
JPMorgan Diversified Return is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
52.85 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for JPMorgan Diversified Return is roughly
52.85 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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