Jpmorgan Diversified Fund Market Value
| JDVCX Fund | USD 15.30 0.11 0.71% |
| Symbol | JPMORGAN |
Jpmorgan Diversified 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Jpmorgan Diversified's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Jpmorgan Diversified.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Jpmorgan Diversified on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Diversified Fund or generate 0.0% return on investment in Jpmorgan Diversified over 90 days. Jpmorgan Diversified is related to or competes with Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, and Jpmorgan Smartretirement. The funds adviser typically seeks to invest the funds assets among various types of asset classes based on the following... More
Jpmorgan Diversified Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Jpmorgan Diversified's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Jpmorgan Diversified Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5181 | |||
| Information Ratio | 0.1201 | |||
| Maximum Drawdown | 14.53 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.7628 |
Jpmorgan Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Diversified's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Diversified historical prices to predict the future Jpmorgan Diversified's volatility.| Risk Adjusted Performance | 0.1172 | |||
| Jensen Alpha | 0.248 | |||
| Total Risk Alpha | 0.1556 | |||
| Sortino Ratio | 0.3864 | |||
| Treynor Ratio | (0.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Diversified's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jpmorgan Diversified March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1172 | |||
| Market Risk Adjusted Performance | (0.79) | |||
| Mean Deviation | 0.5843 | |||
| Downside Deviation | 0.5181 | |||
| Coefficient Of Variation | 675.01 | |||
| Standard Deviation | 1.67 | |||
| Variance | 2.78 | |||
| Information Ratio | 0.1201 | |||
| Jensen Alpha | 0.248 | |||
| Total Risk Alpha | 0.1556 | |||
| Sortino Ratio | 0.3864 | |||
| Treynor Ratio | (0.80) | |||
| Maximum Drawdown | 14.53 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.7628 | |||
| Downside Variance | 0.2684 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (0.79) | |||
| Skewness | 7.1 | |||
| Kurtosis | 55.11 |
Jpmorgan Diversified Backtested Returns
Jpmorgan Diversified appears to be not too volatile, given 3 months investment horizon. Jpmorgan Diversified holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Jpmorgan Diversified, which you can use to evaluate the volatility of the entity. Please utilize Jpmorgan Diversified's Coefficient Of Variation of 675.01, risk adjusted performance of 0.1172, and Market Risk Adjusted Performance of (0.79) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.3, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan Diversified are expected to decrease at a much lower rate. During the bear market, Jpmorgan Diversified is likely to outperform the market.
Auto-correlation | 0.47 |
Average predictability
Jpmorgan Diversified Fund has average predictability. Overlapping area represents the amount of predictability between Jpmorgan Diversified time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jpmorgan Diversified price movement. The serial correlation of 0.47 indicates that about 47.0% of current Jpmorgan Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in JPMORGAN Mutual Fund
Jpmorgan Diversified financial ratios help investors to determine whether JPMORGAN Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in JPMORGAN with respect to the benefits of owning Jpmorgan Diversified security.
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