JPMORGAN ETFS (UK) Performance
| JUES Etf | 2,121 4.50 0.21% |
The etf retains a Market Volatility (i.e., Beta) of 0.13, 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
Very Weak
Weak | Strong |
Over the last 90 days JPMORGAN ETFS ICAV has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Etf's basic indicators remain comparatively stable which may send shares a bit higher in May 2025. The newest uproar may also be a sign of mid-term up-swing for the exchange-traded fund private investors. ...more
JPMORGAN |
JPMORGAN ETFS Relative Risk vs. Return Landscape
If you would invest 253,825 in JPMORGAN ETFS ICAV on January 16, 2025 and sell it today you would lose (41,725) from holding JPMORGAN ETFS ICAV or give up 16.44% of portfolio value over 90 days. JPMORGAN ETFS ICAV is generating negative expected returns and assumes 1.3931% volatility on return distribution over the 90 days horizon. Simply put, 12% of etfs are less volatile than JPMORGAN, and 99% 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 = -0.1942
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JUES |
Estimated Market Risk
| 1.39 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JPMORGAN ETFS is not performing at its full potential. However, 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 JPMORGAN ETFS to a well-diversified portfolio.
| JPMORGAN ETFS ICAV generated a negative expected return over the last 90 days |