Summary
HEQQ
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 17.08% 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: 03/06/2026

Current price: $61.06

Expense ratio: 0.50%

Assets under management
$31.6M
-0.04% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

0.96%

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

6.01%

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

4.45%

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

17.08%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.057%

31/03/2026
Worst day

-1.407%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $61.08 $61.08 $60.99 $61.06 5,400
02/06/2026 $61.15 $61.15 $61.15 $61.15 100
01/06/2026 $61.32 $61.32 $61.32 $61.32 100
29/05/2026 $61.38 $61.38 $61.38 $61.38 100
28/05/2026 $61.20 $61.40 $61.20 $61.40 5,100
27/05/2026 $61.17 $61.17 $61.17 $61.17 200
26/05/2026 $60.84 $60.85 $60.83 $60.85 2,800
22/05/2026 $60.78 $60.78 $60.69 $60.69 200
21/05/2026 $60.74 $60.74 $60.74 $60.74 100
20/05/2026 $60.71 $60.81 $60.71 $60.79 400