Summary
JADE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 59.71% Volatility 19.88% Sharpe 1.88
Official loaded data — not a live quote.

JPMORGAN ACTIVE DEVELOPING MARKETS EQUITY ETF

Symbol: JADE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 16/05/2024

Latest date: 03/06/2026

Current price: $80.69

Expense ratio: 0.65%

Assets under management
$29.4M
0.04% 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

8.60%

Ann. -57.14% (Sharpe / Sortino numerator)

Volatility

34.03%

Sharpe ratio

-1.786

VaR 95%

-3.33%

CVaR 95%: -4.16%
Max drawdown: -7.62%
Sortino ratio: -2.729
Calmar ratio: -7.50

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

17.96%

Ann. 13.88% (Sharpe / Sortino numerator)

Volatility

24.33%

Sharpe ratio

0.421

VaR 95%

-3.05%

CVaR 95%: -3.65%
Max drawdown: -12.80%
Sortino ratio: 0.545
Calmar ratio: 1.08

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

31.12%

Ann. 23.93% (Sharpe / Sortino numerator)

Volatility

20.74%

Sharpe ratio

0.979

VaR 95%

-2.03%

CVaR 95%: -3.22%
Max drawdown: -12.80%
Sortino ratio: 1.223
Calmar ratio: 1.87

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

59.71%

Ann. 40.94% (Sharpe / Sortino numerator)

Volatility

19.88%

Sharpe ratio

1.876

VaR 95%

-1.81%

CVaR 95%: -3.06%
Max drawdown: -12.80%
Sortino ratio: 2.298
Calmar ratio: 3.20

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

80.02%

Ann. 30.49% (Sharpe / Sortino numerator)

Volatility

19.65%

Sharpe ratio

1.369

VaR 95%

-1.88%

CVaR 95%: -2.69%
Max drawdown: -16.71%
Sortino ratio: 1.955
Calmar ratio: 1.82

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

0.194%

Best day

5.295%

08/04/2026
Worst day

-4.849%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $80.66 $80.69 $80.58 $80.69 2,600
02/06/2026 $80.93 $81.67 $80.93 $81.66 1,500
01/06/2026 $80.61 $81.03 $80.60 $80.86 4,200
29/05/2026 $79.30 $79.52 $79.15 $79.46 3,100
28/05/2026 $79.63 $79.63 $79.43 $79.43 3,100
27/05/2026 $79.75 $79.75 $79.21 $79.30 3,800
26/05/2026 $78.87 $79.18 $78.87 $79.18 7,700
22/05/2026 $76.48 $76.48 $76.25 $76.25 5,900
21/05/2026 $75.72 $76.28 $75.72 $76.28 400
20/05/2026 $75.55 $75.91 $75.55 $75.86 1,500