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JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE)

39.61
-0.13
(-0.33%)
As of 2:01:51 PM EDT. Market Open.

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

Performance & Risk

YTD Return -14.91%
5y Average Return 16.83%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.10
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
JPSECategory AverageJPSECategory AverageJPSECategory Average
Alpha -6.82 -6.38 -1.68 -2.98 0 -5.89
BETA 1.1 1.09 1.06 1.06 0 1.13
Mean Annual Return 0.33 0.36 1.49 1.37 0 0.71
R-squared 72.7 72.89 71.38 70.64 0 73.25
Standard Deviation 22.26 22.1 21.21 21.23 0 20.26
Sharpe Ratio -0.03 -0.01 0.71 0.64 0 0.33
Treynor Ratio -2.77 -2.37 13.28 11.89 0 4.18

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