JPMorgan Market Expansion Enhanced Equity ETF

Ticker

JMEE

ISIN

IE00BF4G6Z5

Price

USD 63.21

Change Today

-0.45 / -0.707 %

Price 1 year ago

46.90 / 34.788 %

Morningstar

5

52 Week Low

48.38

52 Week High

65.32

200 Day Moving Average 57.99

57.99

50-day Moving Average

61.09

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.21
Sortino Ratio 0.58
Maximum Drawdown -3.66%
Maximum Drawdown Date 2024-01-04
Calmar Ratio -14.32

1 year

Parameter Value
Return 2.53
Volatility 6.377%
Alpha +11.50
Beta None
R Squared +92.79

History

Parameter Value
Average Annual Return 15.697%
Average Annual Volatility 19.506%
Sharpe Ratio 0.81
Sortino Ratio 1.07
Maximum Drawdown -17.0%
Maximum Drawdown Date 2022-09-27
Calmar Ratio -0.97

Company information

Summary

The investment seeks to provide investment results that correspond to or incrementally exceed the total return performance of the S&P 1000 Index that tracks the performance of the small- and mid-capitalization equity markets. Under normal circumstances, the fund will hold at least 80% of its assets in stocks in the index. The index is an index which includes stocks of small- and mid-capitalization companies. The fund may use futures contracts to gain or reduce exposure to its index, maintain liquidity and minimize transaction costs.

Market

US

Category

Small Blend

Expense Ratio

0.24%

Fund family

JPMorgan

Morningstar

5

Yield
0.0123000005
Exchange
PCX
Sector Weight
Industrials 17.73%
Financial services 14.95%
Technology 12.66%
Consumer cyclical 12.10%
Healthcare 10.55%
Realestate 9.13%
Basic materials 5.31%
Energy 4.93%
Consumer defensive 4.63%
Utilities 2.65%
Communication services 1.53%
Country Ratio
United States 97.90
India 0.53
United Kingdom 0.52
China 0.38
Argentina 0.00
Australia 0.00
Austria 0.00
Belgium 0.00
Brazil 0.00
Canada 0.00

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
AVEM Avantis Emerging Markets Equity ETF US025072802 PCX 0.33% 4 -3.84 --
DGS WisdomTree Emerging Markets SmallCap Dividend Fund IE00BQZJBM2 PCX 0.58% 4 +0.04
EBND SPDR Bloomberg Emerging Markets Local Bond ETF IE00B461338 PCX 0.30% 4 +5.63
EELV Invesco S&P Emerging Markets Low Volatility ETF US46138E289 PCX 0.29% 4 +1.27
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF IE00B8KGV557 BTS 0.25% 4 -8.24
EMXC iShares MSCI Emerging Markets ex China ETF IE00B0M6317 NGM 0.25% 4 -8.49
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF US808524730 PCX 0.39% 4 -7.31
HYEM VanEck Emerging Markets High Yield Bond ETF US92189F353 PCX 0.40% 4 +2.81
IDEV iShares Core MSCI International Developed Markets ETF US46435G3267 PCX 0.04% 4 +3.06
JMEE JPMorgan Market Expansion Enhanced Equity ETF IE00BF4G6Z5 PCX 0.24% 5 +11.50
NUDM Nuveen ESG International Developed Markets Equity ETF US67092P805 BTS 0.30% 4 +3.69
NUEM Nuveen ESG Emerging Markets Equity ETF US67092P888 BTS 0.35% 4 -5.62
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF US46138E735 PCX 0.45% 4 +5.06
SPEM SPDR Portfolio Emerging Markets ETF US78463X509 PCX 0.11% 4 -7.55
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF US78464A805 PCX 0.03% 4 +0.92
VEA Vanguard Developed Markets Index Fund US921943858 PCX 0.05% 4 +3.02
VWO Vanguard Emerging Markets Stock Index Fund IE003178614 PCX 0.08% 4 -7.28

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.