JPMorgan Smartretirement Downside Variance
| SRJSX Fund | | | USD 21.75 0.12 0.55% |
The Downside Variance lookup presents technical context for JPMorgan Smartretirement 2035 and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. JPMorgan Smartretirement has P/E of 17.2.
World Market Map can help frame allocation decisions. The allocation includes a position in JPMorgan Smartretirement 2035 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 population.
JPMorgan Smartretirement 2035 has current Downside Variance of 0.3386. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0.3386 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
JPMorgan Smartretirement Downside Variance Peers Comparison
JPMorgan Downside Variance Relative To Other Indicators
JPMorgan Smartretirement 2035 is evaluated as
fourth in Downside Variance in downside variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
13.52 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for JPMorgan Smartretirement 2035 is roughly
13.52 Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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