JPMORGAN ETFS (UK) Performance
| JUDS Etf | 2,505 3.00 0.12% |
The etf retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMORGAN ETFS's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMORGAN ETFS is expected to be smaller as well.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in JPMORGAN ETFS ICAV are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, JPMORGAN ETFS may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
JPMORGAN |
JPMORGAN ETFS Relative Risk vs. Return Landscape
If you would invest 223,200 in JPMORGAN ETFS ICAV on September 3, 2024 and sell it today you would earn a total of 26,375 from holding JPMORGAN ETFS ICAV or generate 11.82% return on investment over 90 days. JPMORGAN ETFS ICAV is generating 0.1831% of daily returns and assumes 0.7553% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than JPMORGAN, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
JPMORGAN ETFS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMORGAN ETFS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMORGAN ETFS ICAV, and traders can use it to determine the average amount a JPMORGAN ETFS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2424
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Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 19 81% of assets perform better |
Based on monthly moving average JPMORGAN ETFS is performing at about 19% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMORGAN ETFS by adding it to a well-diversified portfolio.