Jpmorgan Strategic Correlations

JSOSX Fund

USD 11.43 0.01 0.09%

The current 90-days correlation between Jpmorgan Strategic Income and Aqr Small Cap is 0.15 (i.e., Average diversification). The correlation of Jpmorgan Strategic is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Jpmorgan Strategic Correlation With Market

Significant diversification

The correlation between Jpmorgan Strategic Income and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jpmorgan Strategic Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jpmorgan Strategic Income. 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 real.

Moving together with Jpmorgan Mutual Fund

0.73	JPDAX	Jpmorgan Preferred And	Pair Corr
0.73	JPDCX	Jpmorgan Preferred And	Pair Corr
0.76	JPDIX	Jpmorgan Preferred And	Pair Corr
0.76	JPDRX	Jpmorgan Preferred And	Pair Corr
0.71	OSTAX	Jpmorgan Short Inter	Pair Corr
0.88	OSTCX	Jpmorgan Short Duration	Pair Corr
0.66	OSVCX	Jpmorgan Small Cap	Pair Corr
0.8	OSTSX	Jpmorgan Short Inter	Pair Corr
0.82	JPICX	Jpmorgan California Tax	Pair Corr
0.79	JPVRX	Jpmorgan International	Pair Corr
0.79	JPVZX	Jpmorgan International	Pair Corr

Related Correlations Analysis

	QSERX	ARTSX	NEAIX	HSCVX	CIPMX	VYRDX	WPASX
QSERX		0.86	0.68	0.75	0.92	0.78	0.87	QSERX
ARTSX	0.86		0.7	0.91	0.76	0.87	0.89	ARTSX
NEAIX	0.68	0.7		0.58	0.48	0.8	0.7	NEAIX
HSCVX	0.75	0.91	0.58		0.63	0.89	0.71	HSCVX
CIPMX	0.92	0.76	0.48	0.63		0.62	0.82	CIPMX
VYRDX	0.78	0.87	0.8	0.89	0.62		0.79	VYRDX
WPASX	0.87	0.89	0.7	0.71	0.82	0.79		WPASX
	QSERX	ARTSX	NEAIX	HSCVX	CIPMX	VYRDX	WPASX

Risk-Adjusted Indicators

There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Strategic Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Jpmorgan Strategic's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
QSERX	1.12	0.12	0.10	0.16	1.13	(1.28)	2.23	(2.18)	10.30
ARTSX	1.15	0.12	0.11	0.13	1.11	(1.33)	1.98	(1.94)	13.44
NEAIX	1.18	0.02	0.03	0.07	1.49	(1.19)	2.24	(3.01)	6.07
HSCVX	0.68	0.00	0.00	0.06	0.85	(0.75)	1.51	(1.31)	3.86
CIPMX	1.00	0.30	0.31	0.83	0.40	(1.36)	1.35	(1.22)	22.87
VYRDX	0.76	(0.04)	(0.03)	0.02	1.01	(0.78)	1.62	(1.45)	4.13
WPASX	0.74	0.04	0.06	0.09	0.73	(0.86)	1.14	(1.35)	11.90

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Jpmorgan Strategic Correlations

Jpmorgan Strategic Correlation With Market

Significant diversification

Moving together with Jpmorgan Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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