Jpmorgan Dynamic Total Risk Alpha
| VSCOX Fund | | | USD 26.90 0.34 1.28% |
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Jpmorgan Dynamic Small has current Total Risk Alpha of 0.0199. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0199 | |
| ER[a] | = | Expected return on investing in Jpmorgan Dynamic |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Jpmorgan Dynamic |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jpmorgan Dynamic Total Risk Alpha Peers Comparison
Jpmorgan Total Risk Alpha Relative To Other Indicators
Jpmorgan Dynamic Small is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
381.79 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Jpmorgan Dynamic Small is roughly
381.79 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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