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JPMorgan US Value Factor ETF (JVAL)

NYSEArca - NYSEArca Delayed price. Currency in USD
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41.47+0.05 (+0.12%)
At close: 03:59PM EDT

Risk statistics

3 yearsJVALCategory average
5 yearsJVALCategory average
10 yearsJVALCategory average
Alpha
-1.64-1.05
-2.52-2.79
0-2.8
BETA
0.950.83
1.060.94
00.95
Mean annual return
0.610.6
1.030.89
00.79
R-squared
88.2278.41
88.6383.21
084.19
Standard deviation
17.8216.63
20.8419.14
015.77
Sharpe ratio
0.240.25
0.490.44
00.51
Treynor ratio
33.52
7.997.4
07.51