JPMorgan Value Risk Adjusted Performance

JVAL Etf  USD 45.56  0.13  0.29%   
JPMorgan Value risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for JPMorgan Value Factor 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 Value Factor has current Risk Adjusted Performance of 0.1072.

RAP

 = 

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

RFR

 = 
0.1072
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 Factor is rated fifth overall ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  39.86  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JPMorgan Value Factor is roughly  39.86 
Compare JPMorgan Value to Peers

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