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JPMorgan Diversified Return Emerging Markets Equity ETF (JPEM)
NYSEArca - Nasdaq Real-time price. Currency in USD
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55.10
+0.13
(+0.24%)
At close: 03:44PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JPEM
Category average
5 years
JPEM
Category average
10 years
JPEM
Category average
Alpha
0.05
-4.8
-1.23
-1.28
0
-0.72
BETA
0.73
0.95
0.9
0.99
0
1
Mean annual return
0.19
-0.25
0.43
0.46
0
0.35
R-squared
83.65
76.76
84.49
78.19
0
76.45
Standard deviation
13.02
17.79
16.89
19.33
0
17.17
Sharpe ratio
-0.09
-0.34
0.17
0.17
0
0.15
Treynor ratio
-2.74
-7.99
1.66
1.49
0
1.13
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