JPMorgan Diversified Return U.S. Small Cap Equity ETF
Ticker
JPSE
ISIN
US46641Q845
Price
USD 49.64
Change Today
-0.39 / -0.771 %
Price 1 year ago
40.92 / 21.331 %
Morningstar
4
52 Week Low
41.29
52 Week High
51.70
200 Day Moving Average 45.77
45.77
50-day Moving Average
49.18
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.16 |
| Sortino Ratio | -0.16 |
| Maximum Drawdown | -4.62% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -2.76 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.24 |
| Volatility | 5.392% |
| Alpha | +11.23 |
| Beta | None |
| R Squared | +92.15 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.095% |
| Average Annual Volatility | 22.355% |
| Sharpe Ratio | 0.54 |
| Sortino Ratio | 0.56 |
| Maximum Drawdown | -43.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.28 |
Company information
Summary
The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the JP Morgan Diversified Factor US Small Cap Equity Index. 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.
Market
US
Category
Small Blend
Expense Ratio
0.29%
Fund family
JPMorgan
Morningstar
4
Yield
0.0164
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 13.78% |
| Realestate | 12.26% |
| Industrials | 11.84% |
| Healthcare | 11.25% |
| Financial services | 9.99% |
| Consumer defensive | 9.56% |
| Basic materials | 8.53% |
| Consumer cyclical | 6.35% |
| Energy | 5.97% |
| Utilities | 4.68% |
| Communication services | 4.08% |
| Country | Ratio |
|---|---|
| United States | 97.82 |
| Brazil | 0.30 |
| Germany | 0.29 |
| Ireland | 0.29 |
| China | 0.27 |
| Chile | 0.24 |
| Canada | 0.19 |
| Hong Kong | 0.14 |
| Argentina | 0.00 |
| Australia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| SWBI | Smith & Wesson Brands Inc | 0.46% |
| OVV | Ovintiv Inc | 0.38% |
| PACB | Pacific Biosciences of California Inc | 0.38% |
| SM | SM Energy Co | 0.38% |
| SYNA | Synaptics Inc | 0.38% |
| ARWR | Arrowhead Pharmaceuticals Inc | 0.37% |
| PTEN | Patterson-UTI Energy Inc | 0.36% |
| BKE | Buckle Inc | 0.35% |
| PVAC | Penn Virginia Corp | 0.35% |
| SGRY | Surgery Partners Inc | 0.35% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EMIG.L | UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc | LU197469579 | LSE | 0.50% | 4 | -3.84 | -- |
| IE00B565RW40.IR | Aspect Diversified Trends Fund | IE00B565RW40 | YHD | 4 | |||
| IE00BYYPCY65.IR | Kames Global Diversified Growth Fund USD (hedged) B Acc | IE00BYYPCY65 | YHD | 0.89% | 4 | +1.13 | +0.72 |
| JPEM | JPMorgan Diversified Return Emerging Markets Equity ETF | US46641Q308 | PCX | 0.44% | 4 | -2.04 | |
| JPME | JPMorgan Diversified Return U.S. Mid Cap Equity ETF | PCX | 0.24% | 4 | +9.65 | ||
| JPSE | JPMorgan Diversified Return U.S. Small Cap Equity ETF | US46641Q845 | PCX | 0.29% | 4 | +11.23 | |
| JPUS | JPMorgan Diversified Return U.S. Equity ETF | US46641Q407 | PCX | 0.18% | 4 | +7.94 | |
| KORP | American Century Diversified Corporate Bond ETF | US025072109 | PCX | 0.29% | 4 | +0.38 | |
| SEMC.L | UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF | LU164538583 | LSE | 0.42% | 4 | -1.79 |
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.