JPMEJPMorgan Diversified Return U.S. Mid Cap Equity ETF
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 multi-factor selection and risk-weighting to US midcap stocks. 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. The Fund intends to replicate the index constituents as closely as possible. If this is not possible, the fund will use a representative sampling method instead. JPME will be rebalanced quarterly in accordance with the quarterly rebalancing of the underlying index.
JPME MSCI ESG Analytics Insight
JPMorgan Diversified Return U.S. Mid Cap Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.78 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 60th percentile within its peer group and in the 87th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JPME Summary Data
JPME Portfolio Data
JPME Index Data
JPME Portfolio Management
JPME Tax Exposures
JPME Fund Structure
JPME Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
JPME Top 10 Holdings[View All]
JPME Economic Development
JPME Performance Statistics
JPME MSCI ESG Ratings
JPME Benchmark Comparison Summary
JPME Benchmark Comparison Market Cap Size