Jpmorgan Small Risk Adjusted Performance

PSOAX Fund  USD 28.60  0.26  0.90%   
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Jpmorgan Small Cap has current Risk Adjusted Performance of 0.0717.

RAP

 = 

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

RFR

 = 
0.0717
ER[a] = Expected return on investing in Jpmorgan Small
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Jpmorgan Small Risk Adjusted Performance Peers Comparison

Jpmorgan Risk Adjusted Performance Relative To Other Indicators

Jpmorgan Small Cap is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  114.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan Small Cap is roughly  114.61 
Compare Jpmorgan Small to Peers

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