Jpmorgan Preferred Market Risk Adjusted Performance

JPDAX Fund  USD 9.75  0.03  0.31%   
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Jpmorgan Preferred And has current Market Risk Adjusted Performance of 1.7.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
1.7
ER[a] = Expected return on investing in Jpmorgan Preferred
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Jpmorgan Preferred Market Risk Adjusted Performance Peers Comparison

Jpmorgan Market Risk Adjusted Performance Relative To Other Indicators

Jpmorgan Preferred And is currently considered the top fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  0.37  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Jpmorgan Preferred And is roughly  2.74 
Compare Jpmorgan Preferred to Peers

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