JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc)
Ticker
JREG.L
ISIN
IE00BF4G6Y4
Price
USD 51.49
Change Today
+0.01 / 0.019 %
Price 1 year ago
39.93 / 28.951 %
Morningstar
5
52 Week Low
39.81
52 Week High
51.83
200 Day Moving Average 47.77
47.77
50-day Moving Average
50.48
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.84 |
| Sortino Ratio | 0.53 |
| Maximum Drawdown | -1.79% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -19.36 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.77 |
| Volatility | 2.923% |
| Alpha | +1.78 |
| Beta | -- |
| R Squared | +99.33 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 14.21% |
| Average Annual Volatility | 17.544% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 0.83 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.42 |
Company information
Summary
The objective of the Sub-Fund is to achieve a long-term return in excess of the Benchmark by actively investing primarily in a portfolio of companies, globally.
Market
GB
Category
Global Large-Cap Blend Equity
Expense Ratio
0.25%
Fund family
JPMorgan Asset Management (Europe) S.à r.l.
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Technology | 19.29% |
| Financial services | 15.19% |
| Healthcare | 14.17% |
| Consumer cyclical | 10.54% |
| Industrials | 9.66% |
| Communication services | 7.68% |
| Consumer defensive | 7.45% |
| Energy | 5.00% |
| Basic materials | 3.98% |
| Realestate | 2.83% |
| Utilities | 2.65% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 4.0% |
| MSFT | Microsoft Corp | 3.67% |
| AMZN | Amazon.com Inc | 2.75% |
| GOOG | Alphabet Inc Class C | 1.44% |
| GOOGL | Alphabet Inc Class A | 1.42% |
| FB | Facebook Inc Class A | 1.41% |
| TSLA | Tesla Inc | 0.89% |
| MA | Mastercard Inc Class A | 0.86% |
| NVDA | NVIDIA Corp | 0.85% |
| V | Visa Inc Class A | 0.82% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IXC | iShares Global Energy ETF | US4642873412 | PCX | 0.40% | 5 | +38.88 | |
| JREG.L | JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) | IE00BF4G6Y4 | LSE | 0.25% | 5 | +1.78 | -- |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| PICK | iShares MSCI Global Metals & Mining Producers ETF | US46434G8481 | BTS | 0.39% | 5 | +31.51 |
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.