JMOM

JPMorgan U.S. Momentum Factor ETF
*Unless otherwise stated, data provided by FactSet.

JMOM Fund Description

JMOM tracks an index of US large-cap companies with strong momentum, weighted by optimized market-cap.

JMOM Factset Analytics Insight

JMOM selects companies from the Russell 1000 Index that have had high risk-adjusted total returns over the past 12 months. The momentum score considers the 12-month returns divided by the 12-month volatility of the returns to get the risk-adjusted returns. Companies are market cap-weighted, optimized to match the sector weights of the Russell 1000 Index. JMOM does not constrain sector or industry exposure, so investors could experience significant portfolio tilts towards one sector or another depending on the market environment. Holdings include common stock, REITs, and preferreds. The underlying index undergoes quarterly review.

JMOM MSCI ESG Analytics Insight

JPMorgan U.S. Momentum Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.59 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. Momentum Factor ETF ranks in the 64th percentile within its peer group and in the 80th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JMOM 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 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JMOM 1.93% 6.03% 14.66% 38.30% 18.47% -- --
JMOM (NAV) 2.22% 6.69% 15.32% 55.38% 18.10% -- --
J.P. Morgan US Momentum Factor Index 2.23% 6.75% 15.44% 36.85% 18.77% 18.20% 15.65%
MSCI USA Large Cap Index 3.29% 5.99% 18.29% 38.27% 19.46% 18.32% 15.85%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JMOM Summary Data

JPMorgan
11/08/17
Open-Ended Fund
0.12%
$197.58M
$716.66K
0.10%

JMOM Portfolio Data

$209.47B
39.70
6.39
0.69%
09/21/21
281

JMOM Index Data

J.P. Morgan US Momentum Factor Index
Market Cap
Momentum
MSCI USA Large Cap Index

JMOM Portfolio Management

0.12%
-0.16%
-0.10%
-0.28%

JMOM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JMOM Fund Structure

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

JMOM Factset Analytics Block Liquidity

As of 07/30/21
5
4
3
2
1

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

JMOM Tradability

16,782
$716.66K
13,377
$566.02K
0.10%
$0.04
0.06%
0.30% / -0.18%
None
99.00%
50,000
0.27
0.04%
0.00%
0
$44.66
5

JMOM Sector/Industry Breakdown


JMOM
Segment Benchmark
33.58%
35.75%
16.80%
14.48%
12.71%
12.96%
12.52%
13.20%
9.47%
8.91%
5.54%
6.22%
2.94%
2.52%
2.90%
2.07%
2.13%
2.16%
1.18%
1.64%

JMOM Top 10 Holdings[View All]

Tesla Inc 1.94%
Apple Inc. 1.82%
Adobe Inc. 1.44%
16.95%

JMOM Countries


JMOM
Segment Benchmark
100.00%
99.90%
--
0.10%

JMOM Regions


JMOM
Segment Benchmark
100.00%
100.00%

JMOM Economic Development


JMOM
Segment Benchmark
100.00%
100.00%

JMOM Performance Statistics

0.82
1.05
1.10
1.07
0.55%
MSCI USA Large Cap Index

JMOM MSCI ESG Ratings

6.59 / 10
80.05
64.12
1.91%
8.47%
126.37

JMOM Benchmark Comparison Holdings

281
291
105
37.14%

JMOM Benchmark Comparison Summary


JMOM
Segment Benchmark
281
291
$209.47B
$529.51B
39.70
32.61
6.39
4.89
0.85%
1.35%
Low
Low

JMOM Benchmark Comparison Market Cap Size


JMOM
Segment Benchmark
88.29%
100.00%
11.65%
0.00%
0.06%
0.00%
0.00%
0.00%