JMIN Performance — JPMorgan U.S. Minimum Volatility ETF
Data updated: 2022-09-29
JMIN returned +5.31% over one year to Jul 2022. The annualised 3-year return is +10.48%. The fund beat its International Real Estate category average: $100 invested three years ago grew to $135, against $109 for the category, and to $105 over one year, against $87. Volatility over the past three years was 16.31% a year. In the 12 months to Jul 2022 the fund took in a net $15.3M, and assets reached $37.29M.
JMIN Growth of $100
What $100 invested in JPMorgan U.S. Minimum Volatility ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Real Estate category average over the same months.
| Period | JMIN | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $105 | $87 |
| 3 years (Aug 2019 – Jul 2022) | $135 | $109 |
JMIN Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +5.31% |
| 3 years (annualised) | +10.48% |
JMIN Annual Returns
Calendar-year total returns of JPMorgan U.S. Minimum Volatility ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −2.75% |
| 2021 | +23.57% |
| 2020 | +4.36% |
| 2019 (Aug–Dec) | +7.53% |
JMIN Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −4.2% | −0.9% | +5.0% | −3.5% | +1.8% | −5.5% | +5.2% | — | — | — | — | — |
| 2021 | −1.6% | +0.7% | +6.5% | +4.1% | +1.3% | +0.1% | +2.4% | +2.2% | −4.3% | +4.3% | −2.0% | +8.2% |
| 2020 | +0.5% | −8.8% | −13.8% | +9.8% | +4.5% | −0.7% | +5.6% | +2.3% | −2.3% | −0.8% | +7.8% | +2.6% |
| 2019 | — | — | — | — | — | — | — | +0.8% | +1.8% | +0.2% | +1.8% | +2.7% |
JMIN Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 16.31%
- 3-year Sharpe ratio: 0.37 (vs 4.5% risk-free rate)
- Best month: +9.81% (Apr 2020)
- Worst month: −13.78% (Mar 2020)
JMIN Fund Flows
Monthly money in and out of JPMorgan U.S. Minimum Volatility ETF, from SEC Form N-PORT.
- 12-month net flow: $15.3M
- 12-month gross sales (incl. reinvestments): $28.1M
- Sales ÷ redemptions: 2.20×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $7.2M | $0 | $7.2M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $7.4M | $9.1M | −$1.8M |
| Apr 2022 | $11.7M | $0 | $11.7M |
| Mar 2022 | $1.8M | $0 | $1.8M |
| Feb 2022 | $0 | $1.8M | −$1.8M |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | $1.8M | −$1.8M |
JMIN Assets Under Management
Net assets of JPMorgan U.S. Minimum Volatility ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $37.29M |
| 2022-04-30 | $31.46M |
| 2022-01-31 | $20.35M |
| 2021-10-31 | $20.16M |
| 2021-07-31 | $21.61M |
| 2021-04-30 | $19.13M |
| 2021-01-31 | $17.17M |
| 2020-10-31 | $40.68M |
| 2020-07-31 | $48.73M |
| 2020-04-30 | $94.82M |
| 2020-01-31 | $113.56M |
| 2019-10-31 | $104.22M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.