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JPMorgan Managed Futures Strategy ETF (JPMF)

NYSEArca - Nasdaq Real-time price. Currency in USD
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20.85-0.03 (-0.15%)
At close: 03:59PM EDT

Risk statistics

3 yearsJPMFCategory average
5 yearsJPMFCategory average
10 yearsJPMFCategory average
Alpha
05.59
06.26
04.06
BETA
0-0.25
0-0.12
0-0.07
Mean annual return
00.67
00.62
00.42
R-squared
018.41
08.09
04.59
Standard deviation
011.8
011.09
010.75
Sharpe ratio
00.34
00.45
00.32
Treynor ratio
0-15.16
0-32.19
0-7