UBSETF JPM USD EM DIV 1-5 DIS
Ticker
SHEMD.SW
ISIN
LU1645386308
Price
CHF 9.53
Change Today
-
Price 1 year ago
8.74 / 9.023 %
Morningstar
4
52 Week Low
8.78
52 Week High
9.57
200 Day Moving Average 9.30
9.30
50-day Moving Average
9.53
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.04 |
| Sortino Ratio | 0.17 |
| Maximum Drawdown | -0.4% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -42.55 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.87 |
| Volatility | 1.3% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.316% |
| Average Annual Volatility | 2.105% |
| Sharpe Ratio | 3.95 |
| Sortino Ratio | 3.64 |
| Maximum Drawdown | -1.0% |
| Maximum Drawdown Date | 2024-04-16 |
| Calmar Ratio | -10.57 |
Company information
Summary
The sub-fund aims to track, before expenses, the price and income performance of the J.P. Morgan USD EM Diversified 3% capped 1-5 Year Bond Index (Total Return) (this sub-fund's "Index"). Additionally currency hedged share classes aim to reduce the impact of currency fluctuations between their reference currency and the index currency by selling currency forwards at the one-month forward rate in accordance with the hedging methodology of the Index's currency-hedged index variant as referred to in relation to each hedged share class below.
Market
CH
Category
--
Expense Ratio
0.47%
Fund family
-
Morningstar
4
Yield
-
Exchange
EBS
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| JMEE | JPMorgan Market Expansion Enhanced Equity ETF | IE00BF4G6Z5 | PCX | 0.24% | 5 | +11.50 | |
| JMST | JPMorgan Ultra-Short Municipal Income ETF | US46641Q654 | BTS | 0.18% | 5 | -0.99 | -- |
| JPST | JPMorgan Ultra-Short Income ETF | US46641Q837 | PCX | 0.18% | 5 | -0.35 | |
| JQUA | JPMorgan U.S. Quality Factor ETF | US46641Q7613 | PCX | 0.12% | 5 | +4.23 | |
| JREG.L | JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) | IE00BF4G6Y4 | LSE | 0.25% | 5 | +1.78 | -- |
| JURE.L | JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity (ESG) UCITS ETF | IE00BF4G707 | LSE | 0.20% | 5 | -- | -- |
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.