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Straits Times Index
3,296.89
+4.20
(+0.13%)
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5,064.20
+45.81
(+0.91%)
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JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE)
NYSEArca - Nasdaq Real-time price. Currency in USD
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43.65
+0.72
(+1.68%)
At close: 03:59PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JPSE
Category average
5 years
JPSE
Category average
10 years
JPSE
Category average
Alpha
-6.63
-7.01
-5.42
-5.68
0
-5.46
BETA
1.01
0.99
1.15
1.12
0
1.12
Mean annual return
0.49
0.44
1.03
0.97
0
0.78
R-squared
76.2
74.07
79.76
77.53
0
74.12
Standard deviation
20.29
20.18
23.59
23.29
0
19.74
Sharpe ratio
0.15
0.12
0.43
0.41
0
0.4
Treynor ratio
1
0.48
6.84
6.45
0
5.53
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