Summary
HELO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 7.70% Volatility 8.59% Sharpe 0.46
Official loaded data — not a live quote.

JPMORGAN HEDGED EQUITY LADDERED OVERLAY ETF

Symbol: HELO

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 28/09/2023

Latest date: 20/07/2026

Current price: $67.70

Expense ratio: 0.50%

Assets under management
$3.9B
-0.47% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.20%

Ann. -34.66% (Sharpe / Sortino numerator)

Volatility

9.03%

Sharpe ratio

-4.240

VaR 95%

-0.93%

CVaR 95%: -1.01%
Max drawdown: -4.75%
Sortino ratio: -6.786
Calmar ratio: -7.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.16%

Ann. -13.40% (Sharpe / Sortino numerator)

Volatility

8.31%

Sharpe ratio

-2.050

VaR 95%

-0.91%

CVaR 95%: -1.12%
Max drawdown: -5.86%
Sortino ratio: -2.988
Calmar ratio: -2.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.30%

Ann. -2.58% (Sharpe / Sortino numerator)

Volatility

7.68%

Sharpe ratio

-0.809

VaR 95%

-0.87%

CVaR 95%: -1.07%
Max drawdown: -5.86%
Sortino ratio: -1.148
Calmar ratio: -0.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.70%

Ann. 7.54% (Sharpe / Sortino numerator)

Volatility

8.59%

Sharpe ratio

0.455

VaR 95%

-0.81%

CVaR 95%: -1.25%
Max drawdown: -5.86%
Sortino ratio: 0.571
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.13%

Ann. 8.00% (Sharpe / Sortino numerator)

Volatility

8.50%

Sharpe ratio

0.514

VaR 95%

-0.92%

CVaR 95%: -1.29%
Max drawdown: -10.89%
Sortino ratio: 0.645
Calmar ratio: 0.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.25%

Ann. 13.28% (Sharpe / Sortino numerator)

Volatility

8.15%

Sharpe ratio

1.188

VaR 95%

-0.82%

CVaR 95%: -1.20%
Max drawdown: -10.89%
Sortino ratio: 1.526
Calmar ratio: 1.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

1.297%

06/02/2026
Worst day

-1.543%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $68.02 $68.02 $67.66 $67.70 257,600
17/07/2026 $67.71 $67.98 $67.61 $67.70 465,900
16/07/2026 $68.26 $68.37 $67.98 $68.14 5,359,700
15/07/2026 $68.37 $68.40 $68.12 $68.36 163,900
14/07/2026 $68.24 $68.27 $68.03 $68.15 178,200
13/07/2026 $68.20 $68.29 $67.96 $68.01 220,400
10/07/2026 $68.20 $68.35 $67.90 $68.33 157,600
09/07/2026 $67.78 $68.12 $67.76 $68.06 243,000
08/07/2026 $67.74 $67.82 $67.45 $67.82 334,800
07/07/2026 $67.82 $67.95 $67.73 $67.84 336,400