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JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA)
Cboe US - Cboe US Delayed price. Currency in USD
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37.78
+0.37
(+0.99%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JEMA
Category average
5 years
JEMA
Category average
10 years
JEMA
Category average
Alpha
-8.29
-5.68
0
-2.21
0
-0.91
BETA
1.02
0.95
0
0.99
0
1
Mean annual return
-0.42
-0.21
0
0.42
0
0.37
R-squared
82.26
77.77
0
79.48
0
76.88
Standard deviation
18.4
17.81
0
19.62
0
17.17
Sharpe ratio
-0.44
-0.29
0
0.15
0
0.17
Treynor ratio
-9.29
-6.88
0
1.12
0
1.48
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