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JPMorgan U.S. Momentum Factor ETF (JMOM)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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51.92+0.09 (+0.17%)
At close: 03:57PM EDT

Risk Statistics

3 YearsJMOMCategory Average
5 YearsJMOMCategory Average
10 YearsJMOMCategory Average
Alpha
-0.54-3.88
0.05-0.54
00.05
BETA
1.051.12
1.011.06
01.06
Mean Annual Return
0.760.52
1.191.19
01.14
R-squared
94.0487.17
93.2187.62
087.36
Standard Deviation
19.1421.44
19.3421.12
017.43
Sharpe Ratio
0.320.16
0.630.58
00.7
Treynor Ratio
4.211.06
10.8810.08
010.68