Summary
HEQQ
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 11.34% Volatility 8.18% Sharpe 1.82
Official loaded data — not a live quote.

JPMORGAN NASDAQ HEDGED EQUITY LADDERED OVERLAY ETF

Symbol: HEQQ

Exchange: NASDAQ

Sector: Technology

Category: Equity Hedged

Inception date: 26/03/2025

Latest date: 20/07/2026

Current price: $60.00

Expense ratio: 0.50%

Assets under management
$30.6M
0.00% 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

-1.90%

Ann. 29.05% (Sharpe / Sortino numerator)

Volatility

4.52%

Sharpe ratio

5.620

VaR 95%

-0.30%

CVaR 95%: -0.37%
Max drawdown: -0.89%
Sortino ratio: 12.482
Calmar ratio: 32.58

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

0.85%

Ann. 25.73% (Sharpe / Sortino numerator)

Volatility

9.37%

Sharpe ratio

2.360

VaR 95%

-1.04%

CVaR 95%: -1.15%
Max drawdown: -4.78%
Sortino ratio: 3.664
Calmar ratio: 5.39

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

3.10%

Ann. 10.05% (Sharpe / Sortino numerator)

Volatility

9.48%

Sharpe ratio

0.677

VaR 95%

-1.07%

CVaR 95%: -1.25%
Max drawdown: -7.64%
Sortino ratio: 1.005
Calmar ratio: 1.32

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

11.34%

Ann. 18.55% (Sharpe / Sortino numerator)

Volatility

8.18%

Sharpe ratio

1.824

VaR 95%

-0.94%

CVaR 95%: -1.19%
Max drawdown: -7.64%
Sortino ratio: 2.456
Calmar ratio: 2.43

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

0.044%

Best day

2.057%

31/03/2026
Worst day

-1.407%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $60.00 $60.00 $60.00 $60.00 100
17/07/2026 $60.00 $60.00 $60.00 $60.00 100
16/07/2026 $60.26 $60.26 $60.26 $60.26 100
15/07/2026 $60.86 $60.86 $60.86 $60.86 100
14/07/2026 $60.86 $60.86 $60.86 $60.86 100
13/07/2026 $60.69 $60.69 $60.55 $60.55 300
10/07/2026 $61.06 $61.06 $61.06 $61.06 100
09/07/2026 $60.90 $60.90 $60.90 $60.90 100
08/07/2026 $60.48 $60.48 $60.48 $60.48 100
07/07/2026 $60.36 $60.36 $60.36 $60.36 100