Jpmorgan Intrepid Correlations

PECAX Fund

USD 14.97 0.08 0.54%

The current 90-days correlation between Jpmorgan Intrepid Mid and Balanced Fund Retail is 0.81 (i.e., Very poor diversification). The correlation of Jpmorgan Intrepid 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 Intrepid Correlation With Market

Significant diversification

The correlation between Jpmorgan Intrepid Mid and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jpmorgan Intrepid Mid and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Jpmorgan Intrepid Mid. 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 nation.

Moving together with Jpmorgan Mutual Fund

0.88	SRJIX	Jpmorgan Smartretirement	Pair Corr
0.86	SRJQX	Jpmorgan Smartretirement	Pair Corr
0.87	SRJPX	Jpmorgan Smartretirement Potential Growth	Pair Corr
0.86	SRJSX	Jpmorgan Smartretirement	Pair Corr
0.86	SRJYX	Jpmorgan Smartretirement	Pair Corr
0.87	SRJZX	Jpmorgan Smartretirement	Pair Corr
0.86	SRJCX	Jpmorgan Smartretirement	Pair Corr
0.87	SRJAX	Jpmorgan Smartretirement Potential Growth	Pair Corr
0.87	OSGCX	Jpmorgan Small Cap	Pair Corr
0.87	OSGIX	Jpmorgan Mid Cap	Pair Corr
0.75	JPDAX	Jpmorgan Preferred And	Pair Corr
0.73	JPDCX	Jpmorgan Preferred And	Pair Corr
0.71	JPDIX	Jpmorgan Preferred And	Pair Corr
0.71	JPDRX	Jpmorgan Preferred And	Pair Corr
0.91	JPDVX	Jpmorgan Diversified	Pair Corr
0.81	OSTAX	Jpmorgan Short Inter	Pair Corr
0.64	OSTCX	Jpmorgan Short Duration	Pair Corr
0.86	OSVCX	Jpmorgan Small Cap	Pair Corr
0.68	OSTSX	Jpmorgan Short Inter	Pair Corr
0.61	JPPEX	Jpmorgan Mid Cap	Pair Corr
0.64	JPRRX	Jpmorgan Smartretirement	Pair Corr
0.61	JPTLX	Jpmorgan Smartretirement	Pair Corr
0.78	JPVRX	Jpmorgan International	Pair Corr
0.69	JPVZX	Jpmorgan International	Pair Corr

Moving against Jpmorgan Mutual Fund

0.52	TXRCX	Jpmorgan Tax Aware	Pair Corr
0.46	TXRAX	Jpmorgan Tax Aware	Pair Corr
0.35	TXRIX	Jpmorgan Tax Aware	Pair Corr

Related Correlations Analysis

	FLDFX	FBJYGX	OPTCX	FFCGX	IAADX	VOLJX	FVKVWX
FLDFX		0.88	0.86	0.88	0.81	0.7	0.71	FLDFX
FBJYGX	0.88		0.93	0.84	0.83	0.8	0.79	FBJYGX
OPTCX	0.86	0.93		0.76	0.83	0.79	0.82	OPTCX
FFCGX	0.88	0.84	0.76		0.64	0.76	0.6	FFCGX
IAADX	0.81	0.83	0.83	0.64		0.58	0.9	IAADX
VOLJX	0.7	0.8	0.79	0.76	0.58		0.52	VOLJX
FVKVWX	0.71	0.79	0.82	0.6	0.9	0.52		FVKVWX
	FLDFX	FBJYGX	OPTCX	FFCGX	IAADX	VOLJX	FVKVWX

Risk-Adjusted Indicators

There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Intrepid 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 Intrepid'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
FLDFX	0.46	0.06	(0.01)	1.04	0.52	(0.51)	0.93	(0.95)	3.74
FBJYGX	0.56	0.03	0.02	0.11	0.66	(0.59)	1.26	(1.10)	3.24
OPTCX	0.16	0.00	(0.25)	0.05	0.13	(0.22)	0.40	(0.40)	1.01
FFCGX	0.56	0.04	(0.02)	0.33	0.85	(0.52)	1.03	(1.31)	3.36
IAADX	0.16	0.05	(0.12)	(1.16)	0.00	(0.22)	0.42	(0.21)	1.27
VOLJX	0.62	(0.04)	(0.04)	0.03	0.99	(0.59)	1.36	(1.81)	3.88
FVKVWX	0.64	0.11	0.06	0.79	0.69	(0.72)	1.49	(1.27)	3.69

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