Not all varieties of JM will succeed in zone 5 - often you are better off selecting some of the more hardy species of Asian maples but these are seldom dwarf and most do not have red foliage.

You can try a couple of the dissectums.....for whatever reason (maybe size), these tend to be more tolerant of colder zones than the full sized trees. 'Garnet', 'Crimson Queen' 'Red Dragon' and 'Inaba Shidare' are all weeping red leafed maples that are recommended for your climate. Ultimate mature height is dependent on graft location (lower grafts produce smaller trees) and how the tree is/was trained. IOW, remove any vertical staking as soon as possible.

These should all hold their color pretty well in full sun but all would prefer to have some afternoon shade.