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JPMorgan Global Allocation R5 (GAORX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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20.52+0.12 (+0.59%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up4
Number of years down1
Best 1-yr total return (4 July 2024)16.29%
Worst 1-yr total return (4 July 2024)N/A

Risk statistics

3 years
GAORXCategory average
5 years
GAORXCategory average
10 years
GAORXCategory average
Alpha
-0.76-0.04
-0.4-0.03
-0.42-0.03
BETA
1.010.01
1.060.01
1.050.01
Mean annual return
0.090.01
0.520.01
0.480.01
R-squared
96.480.89
96.250.89
94.640.89
Standard deviation
12.970.13
13.330.11
10.750.1
Sharpe ratio
-0.180.01
0.30.01
0.380.01
Treynor ratio
-3.140.06
3.040.06
3.470.05