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Summary
Historical data
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Holdings
Performance
Risk
JEMA - JPMorgan ActiveBuilders Emerging Markets Equity ETF
Cboe US - Cboe US Real-time price. Currency in USD
Risk statistics
3 years
JEMA
Category average
5 years
JEMA
Category average
10 years
JEMA
Category average
Alpha
0
-1.88
0
-4.3
0
2.04
BETA
0
1.1
0
1.09
0
1.18
Mean annual return
0
-0.07
0
0.27
0
0.55
R-squared
0
68.99
0
75.69
0
84.99
Standard deviation
0
16.8
0
17.83
0
24.73
Sharpe ratio
0
-0.06
0
0.18
0
0.24
Treynor ratio
0
-2.11
0
1.47
0
2.33
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