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.

PERFORMANCE [as of 05/13/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JMOM -- -- -- -- -- -- --
JMOM (NAV) -11.71% -9.73% -19.58% -1.50% 13.43% -- --
J.P. Morgan US Momentum Factor Index -- -9.71% -19.55% -1.36% 13.57% 12.78% 13.25%
MSCI USA Large Cap Index -- -9.31% -16.20% -1.85% 14.75% 13.21% 13.85%
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%
$219.32M
$1.20M
0.13%

JMOM Portfolio Data

$287.09B
23.37
5.38
0.85%
N/A
283

JMOM Index Data

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

JMOM Portfolio Management

0.12%
-0.17%
-0.11%
-0.25%

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 05/16/22
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

29,373
$1.20M
18,441
$783.17K
0.13%
$0.05
0.02%
0.22% / -2.03%
None
98.00%
50,000
0.37
0.04%
0.00%
0
$38.72
5

JMOM Sector/Industry Breakdown


JMOM
Segment Benchmark
16.31%
--
15.78%
--
14.32%
--
10.72%
--
8.95%
--
4.25%
--
3.70%
--
3.67%
--
3.05%
--
2.85%
--

JMOM Top 10 Holdings[View All]

Apple Inc. 1.96%
Tesla Inc 1.87%
AbbVie, Inc. 1.54%
17.12%

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

0.93
1.14
1.17
1.11
0.38%
MSCI USA Large Cap Index

JMOM Benchmark Comparison Holdings

283
295
109
40.36%

JMOM Benchmark Comparison Summary


JMOM
Segment Benchmark
283
295
$287.09B
$723.99B
23.37
24.13
5.38
5.01
1.05%
1.30%
Low
Low

JMOM Benchmark Comparison Market Cap Size


JMOM
Segment Benchmark
87.86%
99.98%
12.14%
0.02%
0.00%
0.00%
0.00%
0.00%