JPMORGAN SMARTRETIREMENT Value At Risk
| JTSIX Fund | | | USD 24.50 -0.48 -1.92% |
The Value At Risk indicator for JPMORGAN SMARTRETIREMENT is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. For portfolio construction context, review
Risk vs Return Analysis. Clearer exposure analysis supports long-term portfolio balance. The holding in JPMorgan Smartretirement 2050 represents an allocation. This is situated within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
JPMorgan Smartretirement 2050 has current Value At Risk of
-1.68. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.68 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
JPMorgan Smartretirement 2050 is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare JPMORGAN SMARTRETIREMENT to Peers
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