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JPMorgan U.S. Value Factor ETF (JVAL)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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40.05+0.38 (+0.96%)
At close: 04:00PM EDT

Risk Statistics

3 YearsJVALCategory Average
5 YearsJVALCategory Average
10 YearsJVALCategory Average
Alpha
-1.37-0.96
-2.35-2.78
0-2.78
BETA
0.940.83
1.060.94
00.95
Mean Annual Return
0.870.82
1.191.02
00.83
R-squared
87.9778.1
88.4583.03
084.03
Standard Deviation
17.5416.49
20.6619.03
015.69
Sharpe Ratio
0.430.42
0.580.53
00.55
Treynor Ratio
6.827.17
10.049.26
08.11