JPMorgan Divers Ret US Small Cap Eq ETF (JPSE)

28.73 +0.29  +1.02% NYSE Arca Aug 3, 16:59 USD
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Key Stats

Net Asset Value 28.40
Discount or Premium to NAV 0.13%
Turnover Ratio 43.00%
1 Year Fund Level Flows -13.30M
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Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.71% 4.75% 3.73% 24
3M 15.46% 15.05% 12.39% 20
6M -8.37% -8.46% -10.81% 36
YTD -11.97% -12.06% -13.84% 40
1Y -7.38% -7.32% -8.84% 42
3Y 2.47% 2.50% 0.26% 28
5Y -- -- 3.52% --
10Y -- -- 9.00% --
15Y -- -- 6.15% --
20Y -- -- 7.44% --
As of July 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.12% 0.14% 0.01%
Stock 99.88% 99.88% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 29, 2020

Region Exposure

Americas 99.81%
North America 99.52%
Latin America 0.29%
Greater Europe 0.18%
United Kingdom 0.00%
Europe Developed 0.18%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.01%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.01%
Market Classification
% Developed Markets 99.89%
% Emerging Markets 0.11%
As of July 29, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 9.81%
Communication Services 3.29%
Consumer Cyclical 15.00%
Consumer Defensive 5.31%
Energy 7.59%
Financial Services 6.23%
Healthcare 12.16%
Industrials 13.64%
Real Estate 6.86%
Technology 14.25%
Utilities 5.85%
As of July 29, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 8.65%
Small 76.48%
Micro 14.87%
As of July 29, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 1.60%
Mid Cap Blend 2.31%
Mid Cap Growth 4.74%
Small Cap Value 30.49%
Small Cap Blend 32.83%
Small Cap Growth 28.02%
As of July 29, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
EE El Paso Electric Co 0.83% -- --
LAD Lithia Motors Inc Class A 0.55% 235.00 +2.55%
HL Hecla Mining Co 0.45% 5.59 +1.27%
MTH Meritage Homes Corp 0.40% 102.21 +3.06%
MED Medifast Inc 0.40% 170.00 +1.72%
CDE Coeur Mining Inc 0.40% 7.78 -1.89%
OMI Owens & Minor Inc 0.37% 16.55 +2.92%
NEO NeoGenomics Inc 0.37% 38.60 +0.97%
MEDP Medpace Holdings Inc 0.37% 124.00 +3.90%
CROX Crocs Inc 0.36% 36.64 +1.95%
As of July 29, 2020
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Basic Info

Investment Strategy
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.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Small Company
Fund Owner Firm Name JPMorgan
Benchmark Index
JPM Div Factor US SC Eq TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joe Staines 3.63 yrs
Jonathan Msika 3.63 yrs
Yazann Romahi 3.63 yrs
Yegang(Steven) Wu 3.63 yrs

Net Fund Flows

1M 4.084M
3M -249899.5
6M -26.37M
YTD -16.55M
1Y -13.30M
3Y 116.02M
5Y --
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 43.02%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.2164
30-Day Rolling Volatility 27.86%
Daily Value at Risk (VaR) 1% (All) 4.11%
Monthly Value at Risk (VaR) 1% (All) 30.35%

Fundamentals

Dividend Yield TTM (8-3-20) 1.47%
30-Day SEC Yield (6-30-20) 1.73%
7-Day SEC Yield --
Weighted Average PE Ratio 14.26
Weighted Average Price to Sales Ratio 0.6881
Weighted Average Price to Book Ratio 1.516
Weighted Median ROE 7.27%
Weighted Median ROA 2.91%
Forecasted Dividend Yield 2.38%
Forecasted PE Ratio 17.76
Forecasted Price to Sales Ratio 0.6511
Forecasted Price to Book Ratio 1.345
Number of Holdings 728
As of July 29, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.06%
Forecasted Book Value Growth 1.47%
Forecasted Cash Flow Growth 9.17%
Forecasted Earnings Growth -2.88%
Forecasted Revenue Growth 2.01%
As of July 29, 2020

Comparables

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Attributes

Key Dates
Inception Date 11/15/2016
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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