JPMorgan ETFs (Ireland) ICAV - Global Emerging Markets Research Enh Idx Eq (ESG) UCITS ETF USD Acc

ISINIE00BF4G6Z54
TickerJREM.XETRA
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2018
Underlying assets
308

Metrics at a glance

CAGR
+5.93%
Volatility
14.36%
Sharpe
0.27
Sortino
0.26
Calmar
0.16
Ulcer Index
11.59
Max Drawdown
24.96%
VaR 95%
5.62%
VaR 99%
10.29%
% Positive Months
58.23%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

JPMorgan ETFs (Ireland) ICAV - Global Emerging Markets Research Enh Idx Eq (ESG) UCITS ETF USD Acc

Click a row name to exclude it from the calculation (remaining slices are renormalized).

28.3%
21.0%
15.7%
14.3%
5.2%
4.3%
2.2%
1.7%
1.2%
1.1%

Top holdings

Top 10 Weight

32.8%

Total Assets

308

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    10.0%
  2. Samsung Electronics Co
    7.1%
  3. Tencent Holdings
    3.8%
  4. SK Hynix
    3.8%
  5. Alibaba Group Holding Ltd Ordinary Shares
    2.7%
  6. Delta Electronics
    1.1%
  7. HDFC Bank
    1.1%
  8. Hon Hai Precision Industry Co
    1.1%
  9. China Construction Bank Corp Class H
    1.0%
  10. Reliance Industries
    1.0%

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