ARCX
JMOM
Oct 20, Last price
80.90USD
1D
0.27%
1Q
-1.53%
Name
JPMorgan U.S. Momentum Factor ETF
Chart & performance
Div yield, %
0.73%
Expense ratio
0.12%
AUM
1.29b
Beta (realized)
1.03
Beta (adj.)
1.06
Sharp Ratio
0.55
Sortino Ratio
0.51
Std Dev
20.48%
VaR (95%, 1D)
1.98%
CVaR (99%, 1D)
5.25%
VaR (99%, 30D)
17.29%
MDD
-34.31%
Notes
No notes on this company yet
Write a private note on this company, for your eyes only