The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the JP Morgan Diversified Factor US Equity Index. The fund will invest at least 80% of its net assets in securities included in the underlying index. The underlying index is comprised of U.S. equity securities selected to represent a diversified set of factor characteristics: value, momentum, and quality. The fund's securities are large- and mid-cap equity securities of U.S. companies, including common stock, preferred stock and real estate investment trusts (REITs).
Inception Date: 29/09/2015
Primary Benchmark: JPM Div Factor US Eq TR USD
Primary Index: S&P 500 TR USD
Gross Expense Ratio: 5.75%
Management Expense Ratio: 0.19 %
|LHX||L3Harris Technologies, Inc||0.61 %|
|HAS||Hasbro, Inc||0.48 %|
|SBUX||Starbucks Corporation||0.47 %|
|CF||CF Industries Holdings, Inc||0.46 %|
|RS||Reliance Steel & Aluminum Co||0.45 %|
|CE||Celanese Corporation||0.44 %|
|CTAS||Cintas Corporation||0.44 %|
|IQV||IQVIA Holdings Inc||0.44 %|
|HSY||The Hershey Company||0.43 %|
|PG||The Procter & Gamble Company||0.43 %|
|MLPE||C-Tracks ETNs on the Miller/Ho..||0.00 %||
|NRGD||MicroSectors U.S. Big Oil Inde..||0.00 %||
|NRGO||MicroSectors U.S. Big Oil Inde..||0.00 %||
|NRGU||MicroSectors U.S. Big Oil Inde..||0.00 %||
|NRGZ||MicroSectors U.S. Big Oil Inde..||0.00 %||
|AEF||Aberdeen Emerging Markets Equi..||0.00 %||
|AFFS||AmTrust Financial Services, In..||0.00 %||
|AFFT||Amtrust Financial Services Inc||0.00 %||
|BCV||Bancroft Fund Ltd||0.00 %||
|CCA||MFS California Municipal Fund||0.00 %||
|Market Performance vs.
|Market Performance vs. Exchange|
|Value||Sector Median||Percentile Rank||Grade||Market Median||Percentile Rank||Grade|
|Trailing 12 Months|
|Trailing 5 Years|
|Average Annual (5 Year Horizon)|
|Risk Return Profile|
|Volatility (Standard Deviation)||7.94%||67%||D+||81%||B-|
|Risk Adjusted Return||108.71%||91%||A-||91%||A-|
|Letter Grade||Percentage||Letter Grade||Percentage||Letter Grade||Percentage|
|Target Price Action||Rating Action||Analyst||Rating||Price||Date|
This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.
This is one of the largest entities in its sector and is among the top quartile. Such companies tend to be more stable.
This stock has performed well, on a risk adjusted basis, compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile.
The company has under performed its peers on annual average total returns in the past 5 years.
The stock is trading high compared to its peers on a price to earning basis and is above the sector median.