JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating

ISINIE00BJRCLL96
TickerJPGL
Backtest this ETF
Total annual cost
0.21%

TER 0.19% + transaction cost 0.02%

Category
ETF
Data available from
Jul 31, 2019
Underlying assets
517

Metrics at a glance

CAGR
+10.51%
Volatility
12.89%
Sharpe
0.66
Sortino
0.59
Calmar
0.40
Ulcer Index
5.41
Max Drawdown
21.20%
VaR 95%
5.14%
VaR 99%
9.59%
% Positive Months
66.67%

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 Global Equity Multi-Factor UCITS ETF Accumulating

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

61.1%
10.4%
6.4%
4.2%
2.8%
2.1%
1.8%
1.7%
1.3%
1.2%

Top holdings

Top 10 Weight

3.8%

Total Assets

517

HHI

0.000

  1. Southern Copper
    0.4%
  2. Wheaton Precious Metals
    0.4%
  3. Agnico Eagle Mines
    0.4%
  4. Lam Research
    0.4%
  5. Newmont
    0.4%
  6. HSBC Holdings
    0.4%
  7. Exxon Mobil
    0.4%
  8. Rio Tinto PLC Ordinary Shares
    0.4%
  9. Orange
    0.4%
  10. The Hershey
    0.4%

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