JPME

JPMorgan Diversified Return U.S. Mid Cap Equity ETF
*Unless otherwise stated, data provided by FactSet.

JPME Fund Description

JPME tracks an index of midcap US stocks selected using relative value, momentum and quality factors, and for equal risk contribution by sector.

JPME Factset Analytics Insight

JPME applies multifactor selection and risk-weighting to US midcap stocks for a competitive fee. The fund uses value, momentum, and quality screens on the universe of US midcaps. The factors are applied on a sector-by-sector basis, which allows the leaders in each sector to be selected and the laggards to be weeded out. The fund weights each sector for equal risk and weights stocks equally within each sector. This weighting scheme pushes defensive sectors to the fore. JPME charges a reasonable fee for the exposure it provides.

JPME MSCI ESG Analytics Insight

JPMorgan Diversified Return U.S. Mid Cap Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.96 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 Diversified Return U.S. Mid Cap Equity ETF ranks in the 36th percentile within its peer group and in the 82nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JPME Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 07/09/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPME -7.40% 8.73% -14.84% -9.07% 2.20% -- --
ticker (NAV) -7.28% 8.79% -14.82% -9.03% 2.21% -- --
JP Morgan Diversified Factor US Mid Cap Equity Index -7.28% 8.87% -14.72% -8.81% -- -- --
MSCI USA Mid Cap Index -4.06% 15.30% -6.61% -0.79% 6.79% 7.57% 12.23%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPME Summary Data

JPMorgan
05/11/16
Open-Ended Fund
0.24%
$211.68M
$1.44M
0.16%

JPME Portfolio Data

$13.69B
38.96
2.21
1.95%
09/22/20
417

JPME Index Data

JP Morgan Diversified Factor US Mid Cap Equity Index
Tiered
Multi-Factor
MSCI USA Mid Cap Index

JPME Portfolio Management

0.24%
-0.24%
-0.11%
-0.42%

JPME Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPME Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

JPME Factset Analytics Block Liquidity

As of 07/10/20
5
4
3
2
1

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

JPME Tradability

23,766
$1.44M
13,993
$850.41K
0.16%
$0.10
0.04%
0.64% / -1.07%
None
0.00%
100,000
0.14
0.03%
0.03%
0
$59.59
5

JPME Sector/Industry Breakdown


JPME
Segment Benchmark
18.54%
13.46%
13.24%
11.36%
12.05%
20.93%
11.65%
24.75%
10.70%
5.81%
10.65%
12.65%
9.55%
4.73%
7.66%
2.80%
5.14%
3.00%
0.83%
0.50%

JPME Top 10 Holdings[View All]

0.54%
0.49%
0.47%
0.47%
0.46%
0.46%
0.45%
0.45%
0.45%
0.44%
4.68%

JPME Countries


JPME
Segment Benchmark
100.00%
100.00%

JPME Regions


JPME
Segment Benchmark
100.00%
100.00%

JPME Economic Development


JPME
Segment Benchmark
100.00%
100.00%

JPME Performance Statistics

0.99
0.99
0.99
0.99
0.27%
MSCI USA Mid Cap Index

JPME MSCI ESG Ratings

4.96 / 10
82.22
36.09
7.14%
5.73%
411.38

JPME Benchmark Comparison Holdings

417
321
183
40.76%

JPME Benchmark Comparison Summary


JPME
Segment Benchmark
417
321
$13.69B
$14.00B
38.96
39.42
2.21
2.59
2.49%
1.81%
Low
Low

JPME Benchmark Comparison Market Cap Size


JPME
Segment Benchmark
42.60%
49.52%
51.09%
50.48%
6.30%
0.00%
0.00%
0.00%