JPMorgan ActiveBuilders Emerging Markets Equity ETF
Ticker
JEMA
ISIN
LU021757675
Price
USD 39.52
Change Today
+0.19 / 0.483 %
Price 1 year ago
34.60 / 14.22 %
Morningstar
-
52 Week Low
33.86
52 Week High
42.14
200 Day Moving Average 38.24
38.24
50-day Moving Average
39.66
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.49 |
| Sortino Ratio | -0.45 |
| Maximum Drawdown | -3.95% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | 8.60 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -0.72 |
| Volatility | 4.522% |
| Alpha | -10.23 |
| Beta | -- |
| R Squared | +81.98 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -2.196% |
| Average Annual Volatility | 17.999% |
| Sharpe Ratio | -0.12 |
| Sortino Ratio | -0.41 |
| Maximum Drawdown | -40.0% |
| Maximum Drawdown Date | 2022-10-24 |
| Calmar Ratio | 0.04 |
Company information
Summary
The investment seeks to provide long-term capital appreciation. Under normal circumstances, the fund invests at least 80% of its assets in equity securities and equity-related instruments that are tied economically to emerging markets. The equity securities and equity-related instruments in which it may invest include, but are not limited to, common stock, participation notes or other structured notes, and other instruments that provide economic exposure to one or more equity securities. The fund may also use exchanged-traded futures for the efficient management of cash flows.
Market
US
Category
Diversified Emerging Mkts
Expense Ratio
0.33%
Fund family
JPMorgan
Morningstar
-
Yield
0.026500002
Exchange
BTS
| Sector | Weight |
|---|---|
| Financial services | 24.13% |
| Technology | 22.49% |
| Consumer cyclical | 14.03% |
| Consumer defensive | 9.23% |
| Communication services | 7.75% |
| Basic materials | 6.57% |
| Industrials | 4.40% |
| Energy | 3.48% |
| Healthcare | 3.10% |
| Realestate | 2.11% |
| Utilities | 0.94% |
| Country | Ratio |
|---|---|
| China | 29.34 |
| Taiwan | 15.96 |
| India | 12.72 |
| South Korea | 12.54 |
| Brazil | 5.82 |
| Mexico | 4.43 |
| South Africa | 3.77 |
| Indonesia | 2.59 |
| Hong Kong | 2.35 |
| Thailand | 1.74 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| INDA | iShares MSCI India ETF | 8.65% |
| 2330.TW | Taiwan Semiconductor Manufacturing Co Ltd | 5.05% |
| 00700 | Tencent Holdings Ltd | 4.33% |
| 09988 | Alibaba Group Holding Ltd Ordinary Shares | 4.0% |
| 005930.KS | Samsung Electronics Co Ltd | 3.34% |
| 02318 | Ping An Insurance (Group) Co. of China Ltd Class H | 1.69% |
| 03968 | China Merchants Bank Co Ltd Class H | 1.43% |
| 03690 | Meituan | 1.37% |
| 02269 | WuXi Biologics (Cayman) Inc Registered Shs Unitary 144A/Reg S | 1.21% |
| SBER | Sberbank of Russia PJSC ADR | 1.09% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVDE | Avantis International Equity ETF | US025072299 | PCX | 0.23% | 4 | +3.88 | -- |
| AVEM | Avantis Emerging Markets Equity ETF | US025072802 | PCX | 0.33% | 4 | -3.84 | -- |
| AVUS | Avantis U.S. Equity ETF | US025072281 | PCX | 0.15% | 4 | +5.95 | -- |
| DBEF | Xtrackers MSCI EAFE Hedged Equity ETF | US233051200 | PCX | 0.35% | 5 | +7.98 | |
| DFUS | Dimensional U.S. Equity ETF | US25434V401 | PCX | 0.11% | 4 | +0.26 | |
| DXJ | WisdomTree Japan Hedged Equity Fund | US97717W851 | PCX | 0.48% | 4 | +14.15 | |
| GSIE | Goldman Sachs ActiveBeta International Equity ETF | IE00BJ5CMD0 | PCX | 0.25% | 4 | +1.40 | |
| HDEF | Xtrackers MSCI EAFE High Dividend Yield Equity ETF | US233051630 | PCX | 0.20% | 4 | +7.07 | |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| PEY | Invesco High Yield Equity Dividend Achievers ETF | US46137V563 | NGM | 0.52% | 4 | +10.20 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 | |
| SCHF | Schwab International Equity ETF | US808524805 | PCX | 0.06% | 4 | +2.88 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.