Jpmorgan Risk Adjusted Performance

JEPCX Fund  USD 15.04  0.01  0.07%   
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Jpmorgan Research Equity has current Risk Adjusted Performance of 0.1519.

RAP

 = 

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

RFR

 = 
0.1519
ER[a] = Expected return on investing in Jpmorgan
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Jpmorgan Risk Adjusted Performance Peers Comparison

Jpmorgan Risk Adjusted Performance Relative To Other Indicators

Jpmorgan Research Equity is currently considered the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  12.93  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Jpmorgan Research Equity is roughly  12.93 
Compare Jpmorgan to Peers

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