Summary
JADE
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 27.72% 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: 15/10/2026

Current price: $75.97

Expense ratio: 0.65%

Assets under management
$31.4M
0.10% 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

-2.96%

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

-1.66%

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

4.18%

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

27.72%

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

59.25%

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.

Period total return

63.50%

Ann. 22.77% (Sharpe / Sortino numerator)

Volatility

21.24%

Sharpe ratio

0.887

VaR 95%

-2.05%

CVaR 95%: -3.01%
Max drawdown: -16.71%
Sortino ratio: 1.215
Calmar ratio: 1.36

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.109%

Best day

5.295%

08/04/2026
Worst day

-6.269%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $75.89 $76.16 $75.89 $75.97 1,200
14/10/2026 $77.20 $77.20 $76.50 $76.50 4,700
13/10/2026 $77.65 $78.18 $77.64 $78.04 3,200
12/10/2026 $78.91 $78.91 $78.79 $78.90 900
09/10/2026 $79.73 $79.73 $79.36 $79.37 1,200
08/10/2026 $78.65 $78.65 $78.52 $78.52 1,100
07/10/2026 $79.88 $80.09 $79.88 $79.93 3,200
06/10/2026 $80.95 $80.95 $80.95 $80.95 900
05/10/2026 $81.31 $81.88 $81.31 $81.63 1,900
02/10/2026 $79.44 $79.73 $79.44 $79.73 2,300