JPUS applies multifactor selection and risk-weighting to US large-caps. The fund uses its value, momentum, and quality screens on the Russell 1000 universe, giving each factor equal influence. The factors are applied on a sector-by-sector basis, which allows leaders in each segment to be selected and laggards to be weeded out. The fund weights each sector for equal risk contribution, and weights stocks equally within each sector. This weighting scheme pushes defensive sectors like consumer goods, utilities, and materials to the fore. The fund and index are rebalanced quarterly.
公司网站 ：
https://am.jpmorgan.com/us/EN/asset-management/adv/products/jpmorgan-diversified-return-us-equity-etf-etf-shares-46641q407
总经理：-
建立时间：2015
公司总部：JPMorgan Diversified Return U.S. Equity ETF
领域：Miscellaneous
行业：Investment trusts/Mutual funds
