Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) | 4.46% | 18.45% | 16.39% | 15.77% | NA | NA | NA | 14.88% |
Data as of 05/30/2025, AR inception is 11/09/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) | 11/09/2017 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.60 | 18.45 | 16.39 | 15.77 | NA | NA | NA | 14.88 | 4.46 | 30.01 | 22.89 | -20.82 | 25.03 | 29.20 | 28.25 | -5.24 | 3.32 |
| Sharpe Ratio | NA | 0.52 | 0.71 | 0.77 | NA | NA | NA | 0.57 | 0.41 | 1.63 | 1.44 | -0.84 | 1.48 | 0.87 | 2.09 | -0.38 | 6.29 |
| Standard Deviation(%) | NA | 21.23 | 19.15 | 19.61 | NA | NA | NA | 20.85 | 28.88 | 14.51 | 13.10 | 26.61 | 16.92 | 33.28 | 12.83 | 17.41 | 4.21 |
| Draw Down(%) | NA | 19.66 | 19.66 | 28.26 | NA | NA | NA | 34.30 | 19.66 | 8.49 | 9.47 | 27.07 | 10.94 | 34.30 | 5.81 | 21.60 | 0.40 |
| Yield(%) | 0.00 | 0.41 | 1.06 | 1.24 | 1.09 | 0.73 | 0.55 | 1.56 | 0.00 | 0.58 | 1.48 | 1.09 | 0.80 | 1.08 | 1.42 | 1.29 | 0.31 |
Data as of 05/30/2025, AR inception is 11/09/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) |
6.35%
Nov 2020 - Nov 2023 |
8.68%
Sep 2018 - Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) |
27.48%
Dec 2018 - Dec 2021 |
18.84%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart