JPMorgan Chase Risk Adjusted Performance

JPM Stock  MXN 4,943  57.19  1.14%   
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JPMorgan Chase Co has current Risk Adjusted Performance of 0.0839.

RAP

 = 

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

RFR

 = 
0.0839
ER[a] = Expected return on investing in JPMorgan Chase
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

JPMorgan Chase Risk Adjusted Performance Peers Comparison

JPMorgan Risk Adjusted Performance Relative To Other Indicators

JPMorgan Chase Co is rated fourth overall in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  198.21  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JPMorgan Chase Co is roughly  198.21 
Compare JPMorgan Chase to Peers

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