NYSEArca - Delayed Quote USD

JPMorgan U.S. Quality Factor ETF (JQUA)

57.28 -0.30 (-0.52%)
At close: October 21 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 quality factor characteristics.

Risk Overview

Performance & Risk

YTD Return 21.36%
5y Average Return 16.11%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.93
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
JQUACategory AverageJQUACategory AverageJQUACategory Average
Alpha 1.49 -1.25 0.6 -1.16 0 -1.2
BETA 0.93 0.95 0.93 0.98 0 0.99
Mean Annual Return 1.14 0.93 1.34 1.26 0 1.04
R-squared 96.77 93.52 97.46 94.73 0 94.81
Standard Deviation 16.5 17.26 16.97 18.13 0 15.45
Sharpe Ratio 0.6 0.43 0.81 0.7 0 0.7
Treynor Ratio 9.88 6.56 14.27 12.09 0 10.26

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