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JPMorgan Diversified Return US Mid Cap Equity ETF

JPME
ETF · Currency in USD
ISIN
US46641Q8868
CUSIP
46641Q886
Issuer
JPMorgan Chase
Inception Date
May 11, 2016
Region
North America (U.S.)
Category
Mid Cap Blend Equities
Expense Ratio
0.24%
Index Tracked
JPMorgan Diversified Factor US Mid Cap Equity Index
ETF Home Page
www.etf.com
Asset Class
Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

JPMEPrice Chart


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JPMEPerformance

The chart shows the growth of $10,000 invested in JPMorgan Diversified Return US Mid Cap Equity ETF on Jun 22, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,634 for a total return of roughly 96.34%. All prices are adjusted for splits and dividends.


JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (S&P 500)

JPMEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M5.87%
6M8.73%
YTD24.19%
1Y40.16%
5Y14.11%
10Y13.47%

JPMEMonthly Returns Heatmap


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JPMESharpe 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 Diversified Return US Mid Cap Equity ETF Sharpe ratio is 2.66. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (S&P 500)

JPMEDividends

JPMorgan Diversified Return US Mid Cap Equity ETF granted a 1.30% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $1.20 per share.


PeriodTTM20202019201820172016
Dividend$1.20$1.13$1.19$1.03$0.74$0.50

Dividend yield

1.30%1.51%1.68%1.80%1.17%0.91%

JPMEDrawdowns Chart

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


JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (S&P 500)

JPMEWorst Drawdowns

The table below shows the maximum drawdowns of the JPMorgan Diversified Return US Mid Cap Equity 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 Diversified Return US Mid Cap Equity ETF is 41.01%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.01%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-19.92%Aug 30, 201880Dec 24, 2018131Jul 3, 2019211
-7.57%Jan 29, 201810Feb 9, 2018110Jul 19, 2018120
-6.56%Jul 29, 201920Aug 23, 201949Nov 1, 201969
-5.26%Aug 24, 201651Nov 3, 201612Nov 21, 201663
-4.85%Sep 3, 202112Sep 21, 202121Oct 20, 202133
-4.66%Jun 24, 20162Jun 27, 20164Jul 1, 20166
-4.58%Jan 21, 20217Jan 29, 20216Feb 8, 202113
-4.3%Jun 14, 202125Jul 19, 20218Jul 29, 202133
-4.08%Feb 25, 20216Mar 4, 20214Mar 10, 202110

JPMEVolatility Chart

Current JPMorgan Diversified Return US Mid Cap Equity ETF volatility is 7.42%. 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.


JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (S&P 500)

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