What is JPEM?

JPEM tracks an index of emerging market equities, selected by multiple factors. Stocks are weighted by market cap and inversely by risk relative to geographic and sector groupings.

PERFORMANCE [as of 03/24/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPEM -0.75% 1.39% 1.04% -6.44% 13.66% 0.09% --
JPEM (NAV) -0.74% 1.46% 0.90% -6.67% 13.13% 0.05% --
JP Morgan Diversified Factor Emerging Markets Equity Index -1.10% 1.40% 0.79% -6.44% 14.29% 0.42% --
MSCI Emerging Markets Investable Market Index 0.05% 2.37% 1.97% -11.95% 10.67% -0.93% 2.13%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPEM Factset Analytics Insight

JPEM offers a robust mix of factor-based selection and risk-based weighting methodology that doesn’t stray too far from cap-weighted exposure. The fund’s five factors—P/B, forward P/E, ROE, 8-month total return and changes in earnings forecasts—align with the shorthand of value, quality and momentum. Stocks that make the cut have their market-cap weight assigned to five geographic and five sector baskets, equally weighted by risk (3Y standard deviation). Stocks fill the buckets weighted by liquidity—a cautionary nod to the EM space—and names that appear in two buckets are simply summed, subject to caps. The resulting portfolio avoids massive country and sector bets and leans toward value and low beta, consistent with its thesis. The Fund’s portfolio will be rebalanced quarterly in accordance with the quarterly rebalancing of the Underlying Index.

JPEM Summary Data

01/07/15
0.44%
$263.04M
JP Morgan Diversified Factor Emerging Markets Equity Index
MSCI Emerging Markets Investable Market Index
Open-Ended Fund

Peers

MSCI Emerging Markets Investable Market Index

Fund Flows

+$0.00B 5 Days
+$0.02B 30 Days
+$0.08B 90 Days

JPEM Portfolio Data

$46.27B
9.45
1.55
4.29%
03/31/23
534

JPEM Index Data

JP Morgan Diversified Factor Emerging Markets Equity Index
Proprietary
Momentum
MSCI Emerging Markets Investable Market Index

JPEM Portfolio Management

0.44%
-0.25%
2.73%
-1.42%

JPEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPEM Fund Structure

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

Factset Analytics Block Liquidity

As of 03/27/23

This measurement shows how easy it is to trade a $1 million USD block of JPEM. JPEM is rated a 3 out of 5.

JPEM Tradability

46,785
$2.39M
30,827
$1.57M
0.14%
$0.07
0.29%
1.34% / -1.02%
None
16.68%
100,000
0.31
0.34%
4.30%
2
$49.53
3

JPEM Sector/Industry Breakdown

JPEM Segment
Benchmark
19.20% --
9.42% --
8.97% --
8.21% --
7.88% --
7.00% --
6.27% --
4.70% --
4.40% --
4.10% --

JPEM Top 10 Holdings

1.62%
1.40%
1.31%
1.00%
0.90%
0.88%
0.83%
0.79%
0.78%
0.78%
10.28%

JPEM Performance Statistics

0.79
0.62
0.56
0.76
0.59%
MSCI Emerging Markets Investable Market Index

JPEM Countries

JPEM Segment
Benchmark
14.94% 25.39%
11.18% 4.77%
11.11% 15.15%
10.41% 14.08%
9.75% 5.28%
7.45% 0.72%
7.07% 2.46%
5.13% 3.59%
5.05% 3.78%
3.13% 1.91%

JPEM Regions

JPEM Segment
Benchmark
56.42% 78.36%
23.57% 11.16%
18.32% 8.48%
2.06% 1.46%
-- 0.54%

JPEM Economic Development

JPEM Segment
Benchmark
85.06% 61.91%
14.94% 38.09%

JPEM Benchmark Comparison Holdings

534
3200
360
26.51%

JPEM Benchmark Comparison Summary

JPEM Segment
Benchmark
534 3200
$46.27B $96.54B
9.45 13.12
1.55 1.73
4.13% 2.56%
Low Low

JPEM Benchmark Comparison Market Cap Size

JPEM Segment
Benchmark
42.11% 61.00%
42.40% 26.22%
12.07% 10.60%
0.12% 1.37%