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JPMorgan Japan Small Cap Growth &ome (CHIX:JSGIL) 1-Year Sharpe Ratio : 0.54 (As of Jun. 22, 2025)


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What is JPMorgan Japan Small Cap Growth &ome 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-06-22), JPMorgan Japan Small Cap Growth &ome's 1-Year Sharpe Ratio is 0.54.


Competitive Comparison of JPMorgan Japan Small Cap Growth &ome's 1-Year Sharpe Ratio

For the Asset Management subindustry, JPMorgan Japan Small Cap Growth &ome's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


JPMorgan Japan Small Cap Growth &ome's 1-Year Sharpe Ratio Distribution in the Asset Management Industry

For the Asset Management industry and Financial Services sector, JPMorgan Japan Small Cap Growth &ome's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where JPMorgan Japan Small Cap Growth &ome's 1-Year Sharpe Ratio falls into.


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JPMorgan Japan Small Cap Growth &ome 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.


JPMorgan Japan Small Cap Growth &ome  (CHIX:JSGIl) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


JPMorgan Japan Small Cap Growth &ome 1-Year Sharpe Ratio Related Terms

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JPMorgan Japan Small Cap Growth &ome Business Description

Traded in Other Exchanges
N/A
Address
60 Victoria Embankment, London, GBR, EC4Y 0JP
JPMorgan Japan Small Cap Growth & Income PLC is a UK-based investment trust company. Its investment objective is to achieve long-term capital growth through investment in small and medium-sized Japanese companies. The company focuses on investing in a diversified portfolio of investments almost wholly invested in Japan, emphasizing capital growth rather than income. It mainly invests in Japanese quoted companies, UK and Japanese government bonds. The company evaluates its performance against its benchmark S&P Japan SmallCap NR in sterling terms.

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