JGNXX Historical Sharpe Ratio (5Y) Trends

JPMorgan New York Muni Money Market Fund Inst (JGNXX)

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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Median

Historical Sharpe Ratio (5Y) Benchmarks

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Fidelity New York Municipal MM Fund Inst	Upgrade
Federated Hermes New York Muni Csh Tr Service	Upgrade
Goldman Sachs Invest Tax-Exempt Money Mkt I	Upgrade
JPMorgan Tax Free Money Market Fund Institutional	Upgrade
Federated Hermes Inst Tax-Free Csh Tr Inst	Upgrade

Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y)	Upgrade
Beta (5Y)	Upgrade
Alpha (vs YCharts Benchmark) (5Y)	Upgrade
Beta (vs YCharts Benchmark) (5Y)	Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	Upgrade
Historical Sortino (5Y)	Upgrade
Max Drawdown (5Y)	Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback)	Upgrade