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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
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JVAL
Category average
5 years
JVAL
Category average
10 years
JVAL
Category average
Alpha
-1.64
-1.05
-2.52
-2.79
0
-2.8
BETA
0.95
0.83
1.06
0.94
0
0.95
Mean annual return
0.61
0.6
1.03
0.89
0
0.79
R-squared
88.22
78.41
88.63
83.21
0
84.19
Standard deviation
17.82
16.63
20.84
19.14
0
15.77
Sharpe ratio
0.24
0.25
0.49
0.44
0
0.51
Treynor ratio
3
3.52
7.99
7.4
0
7.51
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