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.

JMIN MSCI ESG Analytics Insight

JPMorgan U.S. Minimum Volatility ETF has an MSCI ESG Fund Rating of A based on a score of 6.81 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. JPMorgan U.S. Minimum Volatility ETF ranks in the 69th percentile within its peer group and in the 85th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JMIN MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 08/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JMIN 1.30% 3.93% 14.29% 25.41% 13.23% -- --
JMIN (NAV) 2.05% 3.83% 14.94% 34.57% 13.53% -- --
JP Morgan U.S. Minimum Volatility Index 2.08% 3.85% 15.02% 25.74% 13.25% 12.14% 14.69%
MSCI USA Large Cap Index 1.88% 6.51% 18.30% 36.53% 19.18% 18.39% 16.12%
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%
$21.62M
$39.88K
0.14%

JMIN Portfolio Data

$86.34B
28.15
3.39
2.19%
09/21/21
235

JMIN Index Data

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

JMIN Portfolio Management

0.12%
0.06%
0.12%
-0.14%

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 08/04/21
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

1,133
$39.88K
625
$22.16K
0.14%
$0.05
0.00%
0.23% / -0.66%
None
100.00%
50,000
0.01
0.04%
0.01%
0
$36.28
5

JMIN Sector/Industry Breakdown


JMIN
Segment Benchmark
22.74%
12.83%
20.16%
5.71%
16.40%
1.98%
10.04%
11.69%
8.54%
39.85%
5.15%
14.01%
5.12%
2.38%
5.09%
1.78%
4.73%
8.16%
1.67%
1.52%

JMIN Countries


JMIN
Segment Benchmark
100.00%
99.91%
--
0.09%

JMIN Regions


JMIN
Segment Benchmark
100.00%
100.00%

JMIN Economic Development


JMIN
Segment Benchmark
100.00%
100.00%

JMIN Performance Statistics

0.71
0.66
0.64
0.65
0.50%
MSCI USA Large Cap Index

JMIN MSCI ESG Ratings

6.81 / 10
84.89
68.91
13.45%
9.04%
507.84

JMIN Benchmark Comparison Holdings

235
291
115
28.41%

JMIN Benchmark Comparison Summary


JMIN
Segment Benchmark
235
291
$86.34B
$580.81B
28.15
34.51
3.39
5.24
2.03%
1.26%
Low
Low

JMIN Benchmark Comparison Market Cap Size


JMIN
Segment Benchmark
81.27%
100.00%
18.73%
0.00%
0.00%
0.00%
0.00%
0.00%