JPMORGAN STRATEGIC Risk Adjusted Performance
| JSORX Fund | | | USD 11.45 0.01 0.09% |
Technical inputs supporting the Risk Adjusted Performance indicator for JPMorgan Strategic Income are shown here. Cross-instrument Risk Adjusted Performance comparisons are available via
Equity Screeners. Review
Risk vs Return Analysis to understand diversified portfolio construction. All figures are based on reported data and are informational in nature. Portfolio analysis tools can evaluate how JPMorgan Strategic Income fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence JPMorgan Strategic Income's mutual fund valuation — related indicators include
signals in real.
JPMorgan Strategic Income has current Risk Adjusted Performance of 0.0533.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0533 | |
Risk Adjusted Performance Peers Comparison
Risk Adjusted Performance Relative To Other Indicators
JPMorgan Strategic Income is rated
second in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3.29 of Maximum Drawdown per Risk Adjusted Performance. At
3.29 , JPMorgan Strategic Income's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators