JEMA Historical Sharpe Ratio (5Y) Insights

JPMorgan ActiveBuilders Emerging Markets Eqty ETF (JEMA)

51.47 +0.29 (+0.57%) USD | BATS | Jan 14, 16:00

51.47 0.00 (0.00%) After-Hours: 20:00

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for JEMA.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sharpe Ratio (5Y) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Historical Sharpe Ratio Definition

View Historical Sharpe Ratio Definition

Start Trial

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (5Y) Range, Past 5 Years

View Historical Sharpe Ratio (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Historical Sharpe Ratio (5Y) Benchmarks

View Historical Sharpe Ratio (5Y) Benchmarks

Start Trial

Schwab Emerging Markets Equity ETF	Upgrade
Vanguard Emerging Markets Stock Index Fund ETF	Upgrade
iShares Core MSCI Emerging Markets ETF	Upgrade
Goldman Sachs ActiveBeta Em Mkts Equity ETF	Upgrade
iShares Emerging Markets Equity Factor ETF	Upgrade