JPMorgan BetaBuilders Risk Adjusted Performance
BBMC Etf | USD 101.00 0.06 0.06% |
JPMorgan |
| = | 0.0101 |
ER[a] | = | Expected return on investing in JPMorgan BetaBuilders |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
JPMorgan BetaBuilders Risk Adjusted Performance Peers Comparison
JPMorgan Risk Adjusted Performance Relative To Other Indicators
JPMorgan BetaBuilders Mid is third largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 557.28 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JPMorgan BetaBuilders Mid is roughly 557.28
Risk Adjusted Performance |
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JPMorgan BetaBuilders Technical Signals
All JPMorgan BetaBuilders Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0101 | |||
Market Risk Adjusted Performance | 0.0103 | |||
Mean Deviation | 0.7487 | |||
Semi Deviation | 1.07 | |||
Downside Deviation | 1.09 | |||
Coefficient Of Variation | 9603.29 | |||
Standard Deviation | 0.9735 | |||
Variance | 0.9476 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | (0.04) | |||
Total Risk Alpha | (0.10) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 3.0E-4 | |||
Maximum Drawdown | 5.63 | |||
Value At Risk | (1.19) | |||
Potential Upside | 1.39 | |||
Downside Variance | 1.19 | |||
Semi Variance | 1.14 | |||
Expected Short fall | (0.73) | |||
Skewness | (1.03) | |||
Kurtosis | 3.41 |