Jpmorgan Large Risk Adjusted Performance

OLGCX Fund  USD 51.42  0.48  0.94%   
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Jpmorgan Large Cap has current Risk Adjusted Performance of 0.1085.

RAP

 = 

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

RFR

 = 
0.1085
ER[a] = Expected return on investing in Jpmorgan Large
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Jpmorgan Large Risk Adjusted Performance Peers Comparison

Jpmorgan Risk Adjusted Performance Relative To Other Indicators

Jpmorgan Large Cap is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  45.02  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan Large Cap is roughly  45.02 
Compare Jpmorgan Large to Peers

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