JMIN

JPMorgan U.S. Minimum Volatility ETF
*Unless otherwise stated, data provided by FactSet.

JMIN Fund Description

JMIN holds lower-volatility US large-cap stocks from the Russell 1000 Index, weighted to emphasize lower-volatility sectors.

JMIN Factset Analytics Insight

JMIN tracks an index that chooses lower-volatility names from the Russell 1000 Index using a proprietary rules-based optimizer. Using this optimizer, the index allocates between sectors based upon their three-year volatility and correlation of returns, and then allocates between specific securities in those sectors based upon their two-year volatility. Sector weights may vary between a minimum of 5% and a maximum of 20% of the index. This will result in higher allocations within the Underlying Index to those sectors with lower historical volatility or those sectors that are expected to lower portfolio risk. The Fund’s intention is to replicate the constituent securities of the Underlying Index as closely as possible. The index is rebalanced on quarterly basis.

PERFORMANCE [as of 05/23/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JMIN -4.13% 3.38% -4.62% 5.92% 11.65% -- --
JMIN (NAV) -4.15% 3.27% -4.69% 5.88% 11.62% -- --
JP Morgan U.S. Minimum Volatility Index -4.14% 3.32% -4.63% 6.02% 11.69% 11.27% 13.94%
MSCI USA Large Cap Index -7.24% -6.29% -17.33% -4.35% 14.07% 12.84% 13.98%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JMIN Summary Data

JPMorgan
11/08/17
Open-Ended Fund
0.12%
$21.76M
$703.01K
0.17%

JMIN Portfolio Data

$95.64B
22.98
3.38
1.60%
N/A
234

JMIN Index Data

JP Morgan U.S. Minimum Volatility Index
Tiered
Technical
MSCI USA Large Cap Index

JMIN Portfolio Management

0.12%
-0.14%
-0.04%
-0.20%

JMIN Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JMIN Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

JMIN Factset Analytics Block Liquidity

As of 05/24/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JMIN. JMIN is rated a 5 out of 5.

JMIN Tradability

18,760
$703.01K
4,646
$165.46K
0.17%
$0.07
0.03%
0.21% / -1.24%
None
100.00%
50,000
0.09
0.04%
0.01%
0
$36.69
5

JMIN Sector/Industry Breakdown


JMIN
Segment Benchmark
17.78%
--
16.75%
--
16.21%
--
9.72%
--
6.97%
--
5.64%
--
3.39%
--
3.31%
--
3.23%
--
3.04%
--

JMIN Top 10 Holdings[View All]

Phillips 66 0.70%
7.11%

JMIN Countries


JMIN
Segment Benchmark
100.00%
99.90%
--
0.10%

JMIN Regions


JMIN
Segment Benchmark
100.00%
100.00%

JMIN Economic Development


JMIN
Segment Benchmark
100.00%
100.00%

JMIN Performance Statistics

0.65
0.56
0.57
0.59
0.61%
MSCI USA Large Cap Index

JMIN Benchmark Comparison Holdings

234
295
111
28.87%

JMIN Benchmark Comparison Summary


JMIN
Segment Benchmark
234
295
$95.64B
$723.99B
22.98
24.13
3.38
5.01
2.01%
1.30%
Low
Low

JMIN Benchmark Comparison Market Cap Size


JMIN
Segment Benchmark
82.96%
99.98%
17.02%
0.02%
0.02%
0.00%
0.00%
0.00%