Jpmorgan Semi Deviation

JEPCX Fund  USD 14.93  0.06  0.40%   
Jpmorgan semi-deviation technical analysis lookup allows you to check this and other technical indicators for Jpmorgan Research Equity or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Jpmorgan Research Equity has current Semi Deviation of 0.168. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.

Semi Deviation

=

SQRT(SV)

 = 
0.168
SQRT = Square root notation
SV =   Jpmorgan semi variance of returns over selected period

Jpmorgan Semi Deviation Peers Comparison

Jpmorgan Semi Deviation Relative To Other Indicators

Jpmorgan Research Equity is rated below average in semi deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  11.70  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for Jpmorgan Research Equity is roughly  11.70 
Semi-deviation is the square root of semi-variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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