JPMF

JPMorgan Managed Futures Strategy ETF
D

29
*Unless otherwise stated, data provided by FactSet.

JPMF Fund Description

JPMF is an actively managed fund that uses OTC derivatives and futures contracts to provide both long and short exposure to commodities, currencies, equities, and fixed income.

JPMF Factset Analytics Insight

JPMF is an actively managed fund that aims for true absolute-return performance using a managed futures approach. The fund can invest across all asset classes—commodities, currencies, equities, and fixed income—depending on where the manager sees an investment opportunity. Within each asset class, JPMF may take net long, net short, or neutral exposure . JPMF uses a Cayman subsidiary for commodity exposure (a common structure in the commodity space), which means that investors are K-1 free come tax time.

JPMF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPMF 0.53% 2.41% 7.16% 7.13% -- -- --
JPMF (NAV) 0.40% 2.57% 7.17% 7.78% -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPMF Summary Data

JPMorgan
12/05/17
Open-Ended Fund
0.59%
$54.05M
$135.85K
0.35%

JPMF Portfolio Data

Long/Short Broad-based
0.65%
12/23/19
3

JPMF Index Data

No Underlying Index
Proprietary
Proprietary
N/A

JPMF Portfolio Management

0.59%
--
--
--

JPMF Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

JPMF Fund Structure

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

JPMF Factset Analytics Block Liquidity

As of 10/18/19
5
4
3
2
1

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

JPMF Tradability

5,318
$135.85K
1,914
$48.54K
0.35%
$0.09
-0.08%
1.67% / -2.73%
None
100.00%
50,000
0.04
0.02%
--
0
$25.10
N/A

JPMF Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

JPMF Top 5 Holdings Long

93.55%
6.43%
0.02%

JPMF Top 5 Holdings Short

--

JPMF Performance Statistics

7.78%
1.83%
-1.96%
-0.04
-0.05
-0.69
1.81

JPMF Correlations (Daily Returns 12 Mo)

0.52
-0.09
0.40