HLPXX Historical Sharpe Ratio (5Y) Analysis

JPMorgan Liquid Assets Money Market Fund Investor (HLPXX)

1.00 0.00 (0.00%) USD | Dec 13 2024

Historical Sharpe Ratio (5Y) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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Historical Sharpe Ratio (5Y) Related Metrics

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Annualized Standard Deviation of Monthly Returns (5Y Lookback)	Upgrade
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Max Drawdown (5Y)	Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback)	Upgrade