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JPMorgan U.S. Momentum Factor ETF

JMOM
ETF · Currency in USD
ISIN
US46641Q7795
CUSIP
46641Q779
Issuer
JPMorgan Chase
Inception Date
Nov 8, 2017
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.12%
Index Tracked
JP Morgan US Momentum Factor Index
ETF Home Page
www.etf.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

JMOMPrice Chart


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S&P 500

JMOMPerformance

The chart shows the growth of $10,000 invested in JPMorgan U.S. Momentum Factor ETF on Nov 10, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,163 for a total return of roughly 91.63%. All prices are adjusted for splits and dividends.


JMOM (JPMorgan U.S. Momentum Factor ETF)
Benchmark (S&P 500)

JMOMReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.53%
6M9.77%
YTD18.10%
1Y26.17%
5Y18.02%
10Y18.02%

JMOMMonthly Returns Heatmap


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JMOMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current JPMorgan U.S. Momentum Factor ETF Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


JMOM (JPMorgan U.S. Momentum Factor ETF)
Benchmark (S&P 500)

JMOMDividends

JPMorgan U.S. Momentum Factor ETF granted a 0.67% dividend yield in the last twelve months, as of Oct 16, 2021. The annual payout for that period amounted to $0.31 per share.


PeriodTTM2020201920182017
Dividend$0.31$0.33$0.34$0.33$0.08

Dividend yield

0.67%0.85%1.11%1.38%0.30%

JMOMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


JMOM (JPMorgan U.S. Momentum Factor ETF)
Benchmark (S&P 500)

JMOMWorst Drawdowns

The table below shows the maximum drawdowns of the JPMorgan U.S. Momentum Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the JPMorgan U.S. Momentum Factor ETF is 34.31%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.31%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-21.6%Oct 5, 201855Dec 24, 2018114Jun 10, 2019169
-10.94%Feb 16, 202115Mar 8, 202127Apr 15, 202142
-9.09%Jan 29, 201810Feb 9, 201879Jun 5, 201889
-8.34%Oct 14, 202013Oct 30, 202017Nov 24, 202030
-8.27%Sep 3, 20203Sep 8, 202023Oct 9, 202026
-6.88%Apr 27, 202112May 12, 202122Jun 14, 202134
-6.63%Sep 7, 202120Oct 4, 2021
-5.81%Jul 16, 201915Aug 5, 201979Nov 25, 201994
-4.31%Jan 26, 20212Jan 27, 20216Feb 4, 20218

JMOMVolatility Chart

Current JPMorgan U.S. Momentum Factor ETF volatility is 12.67%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


JMOM (JPMorgan U.S. Momentum Factor ETF)
Benchmark (S&P 500)

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