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JPMorgan Emerging Markets Research Enhanced Equity Fund Class I EMREX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EMREX | Replication |
|---|---|---|
| Annualized growth | 7.7% | 6.9% |
| Annualized volatility | 17.4% | 15.1% |
| Sharpe ratio | 0.51 | 0.52 |
| Maximum drawdown | 33.5% | 28.7% |
| Replication fit (R²) | 0.93 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model EMREX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 90.5% |
| VEA | Intl · Developed | 6.2% |
| XLK | Sector · Technology | 3.3% |