Summary
JADE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 39.41% 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: 20/07/2026

Current price: $74.96

Expense ratio: 0.65%

Assets under management
$31.8M
-0.15% 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

-9.08%

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

1.64%

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

13.07%

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

39.41%

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

62.66%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.143%

Best day

5.295%

08/04/2026
Worst day

-6.269%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $75.08 $75.08 $74.91 $74.96 1,000
17/07/2026 $73.71 $75.22 $73.71 $74.84 1,600
16/07/2026 $76.00 $76.00 $75.53 $75.63 2,400
15/07/2026 $77.07 $77.25 $77.07 $77.25 1,100
14/07/2026 $77.62 $77.62 $77.52 $77.56 600
13/07/2026 $77.25 $77.25 $76.33 $76.33 800
10/07/2026 $78.66 $79.09 $78.66 $78.88 6,100
09/07/2026 $79.10 $79.10 $78.92 $78.92 1,000
08/07/2026 $78.15 $78.29 $78.01 $78.22 5,700
07/07/2026 $78.06 $78.18 $77.72 $77.72 1,300