JQUA: JPMorgan U.S. Quality Factor ETF
Performance
JQUA +21.86%
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Summary
JQUA at a glance
JQUA returned +21.86% over the past year and +13.17% a year over five years. Its worst drop in that year was -7.13%, smaller than 74% of ETFs on Redstone, and its Sharpe ratio of 1.34 beats 91% of ETFs on Redstone. It yields 1.05%.
Current Drawdown
-1.49%
Rolling Volatility
+0.66%
Actions
Metrics
Risk Indicators
Alpha9.23%
Beta0.85x
Sharpe1.34
Sortino2.00
Omega1.24
Calmar3.07
Martin9.43
Comparisons