JSGE Etf | | | 2,514 25.50 1.00% |
JPM Global market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for JPM Global Research 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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JPM Global Research has current Market Risk Adjusted Performance of 0.1833.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1833 | |
ER[a] | = | Expected return on investing in JPM Global |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
JPM Global Market Risk Adjusted Performance Peers Comparison
JPM Market Risk Adjusted Performance Relative To Other Indicators
JPM Global Research is rated
fifth overall ETF in market risk adjusted performance as compared to similar ETFs. It is rated
fourth overall ETF in maximum drawdown as compared to similar ETFs reporting about
16.79 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for JPM Global Research is roughly
16.79
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