JPMORGAN STRATEGIC Total Risk Alpha
| JSORX Fund | | | USD 11.45 0.01 0.09% |
Technical inputs supporting the Total Risk Alpha indicator for JPMorgan Strategic Income are shown here. Cross-instrument Total Risk Alpha 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 Total Risk Alpha of 0.0045. 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] |
| = | 0.0045 | |
| ER[a] | = | Expected return on investing in JPMORGAN STRATEGIC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JPMORGAN STRATEGIC |
| 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 Strategic Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
38.98 of Maximum Drawdown per Total Risk Alpha. At
38.98 , JPMorgan Strategic Income'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 STRATEGIC to Peers
Other Technical Indicators