JPM USD (Germany) Performance
| JPPA Etf | 110.96 0.04 0.04% |
The etf retains a Market Volatility (i.e., Beta) of -0.001, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPM USD are expected to decrease at a much lower rate. During the bear market, JPM USD is likely to outperform the market.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in JPM USD Ultra Short are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, JPM USD is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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JPM USD Relative Risk vs. Return Landscape
If you would invest 10,456 in JPM USD Ultra Short on September 1, 2024 and sell it today you would earn a total of 640.00 from holding JPM USD Ultra Short or generate 6.12% return on investment over 90 days. JPM USD Ultra Short is generating 0.0908% of daily returns and assumes 0.3953% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than JPM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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JPM USD Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM USD's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPM USD Ultra Short, and traders can use it to determine the average amount a JPM USD's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2297
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Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average JPM USD is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPM USD by adding it to a well-diversified portfolio.