| JHDFX Fund | | | USD 18.78 0.05 0.27% |
Jpmorgan Hedged market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Jpmorgan Hedged 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
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Jpmorgan Hedged Equity has current Market Risk Adjusted Performance of 0.1349.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1349 | |
| ER[a] | = | Expected return on investing in Jpmorgan Hedged |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Jpmorgan Hedged Market Risk Adjusted Performance Peers Comparison
Jpmorgan Market Risk Adjusted Performance Relative To Other Indicators
Jpmorgan Hedged Equity is rated
fifth overall fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
21.42 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Jpmorgan Hedged Equity is roughly
21.42
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