NYSEArca - Delayed Quote ? USD
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE)
At close: August 23 at 4:00 PM EDT
ETF Summary
The fund will invest at least 80% of its assets in securities included in the underlying index. "Assets" means net assets, plus the amount of borrowing for investment purposes. The underlying index is comprised of U.S. equity securities selected to represent a diversified set of factor characteristics. The rules based proprietary multi-factor selection process utilizes the following characteristics: value, momentum and quality.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 8.09% |
| 5y Average Return | 12.01% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.03 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| JPSE | Category Average | JPSE | Category Average | JPSE | Category Average | |
| Alpha | -3.62 | -4.42 | -4.39 | -5.03 | 0 | -4.65 |
| BETA | 1.03 | 1 | 1.14 | 1.11 | 0 | 1.11 |
| Mean Annual Return | 0.61 | 0.53 | 1.1 | 1.01 | 0 | 0.85 |
| R-squared | 71.85 | 70.93 | 75.53 | 74.24 | 0 | 72.75 |
| Standard Deviation | 21.52 | 21.19 | 23.74 | 23.34 | 0 | 19.9 |
| Sharpe Ratio | 0.18 | 0.13 | 0.46 | 0.42 | 0 | 0.43 |
| Treynor Ratio | 1.59 | 0.71 | 7.43 | 6.72 | 0 | 6.24 |
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