JPMorgan Chase Risk Adjusted Performance

JPM Stock  MXN 5,089  79.00  1.58%   
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JPMorgan Chase Co has current Risk Adjusted Performance of 0.1381.

RAP

 = 

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

RFR

 = 
0.1381
ER[a] = Expected return on investing in JPMorgan Chase
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

JPMorgan Risk Adjusted Performance Relative To Other Indicators

JPMorgan Chase Co is rated second overall in risk adjusted performance category among its peers. It is currently regarded as number one stock in maximum drawdown category among its peers reporting about  120.42  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JPMorgan Chase Co is roughly  120.42 
Compare JPMorgan Chase to Peers

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