Jpmorgan Value Risk Adjusted Performance

JVAYX Fund  USD 44.07  0.40  0.92%   
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Jpmorgan Value Advantage has current Risk Adjusted Performance of 0.1429.

RAP

 = 

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

RFR

 = 
0.1429
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 rated second overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  30.99  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan Value Advantage is roughly  30.99 
Compare Jpmorgan Value to Peers

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