Key stats
About JPMorgan U.S. Momentum Factor ETF
Expense ratio
0.12%
Home page
Inception date
Nov 8, 2017
JMOM selects companies from the Russell 1000 Index that have had high risk-adjusted total returns over the past 12 months. The momentum score considers the 12-month returns divided by the 12-month volatility of the returns to get the risk-adjusted returns. Companies are market cap-weighted, optimized to match the sector weights of the Russell 1000 Index. JMOM does not constrain sector or industry exposure, so investors could experience significant portfolio tilts towards one sector or another depending on the market environment. Holdings include common stock, REITs, and preferreds. The underlying index undergoes quarterly review.
Classification
What's in the fund
Exposure type
Technology Services
Electronic Technology
Finance
Stock breakdown by region