New Zealand markets closed

JPMorgan Managed Futures Strategy ETF (JPMF)

NYSEArca - Nasdaq Real-time price. Currency in USD
Add to watchlist
20.85-0.03 (-0.15%)
As of 03:59PM EDT. Market open.

Risk statistics

3 yearsJPMFCategory average
5 yearsJPMFCategory average
10 yearsJPMFCategory average
Alpha
06.3
06.42
03.92
BETA
0-0.23
0-0.1
0-0.05
Mean annual return
00.67
00.63
00.42
R-squared
016.44
07.85
04.83
Standard deviation
011.8
011.12
010.84
Sharpe ratio
00.37
00.46
00.32
Treynor ratio
0-18.35
0-41.95
0-0.19