Jpmorgan Value Risk Adjusted Performance

JGAQX Fund  USD 43.25  0.06  0.14%   
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Jpmorgan Value Advantage has current Risk Adjusted Performance of 0.1358.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1358
ER[a] = Expected return on investing in Jpmorgan Value
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Jpmorgan Value Risk Adjusted Performance Peers Comparison

Jpmorgan Risk Adjusted Performance Relative To Other Indicators

Jpmorgan Value Advantage is currently considered the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  32.51  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan Value Advantage is roughly  32.51 
Compare Jpmorgan Value to Peers

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