Summary
JAVA
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.48% Volatility 15.67% Sharpe 0.66
Official loaded data — not a live quote.

JPMORGAN ACTIVE VALUE ETF

Symbol: JAVA

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 04/10/2021

Latest date: 20/07/2026

Current price: $79.88

Expense ratio: 0.44%

Assets under management
$6.7B
-0.60% 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

0.78%

Ann. -43.01% (Sharpe / Sortino numerator)

Volatility

15.48%

Sharpe ratio

-3.013

VaR 95%

-1.56%

CVaR 95%: -1.62%
Max drawdown: -6.18%
Sortino ratio: -4.691
Calmar ratio: -6.96

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

5.99%

Ann. -3.32% (Sharpe / Sortino numerator)

Volatility

13.45%

Sharpe ratio

-0.517

VaR 95%

-1.53%

CVaR 95%: -1.58%
Max drawdown: -8.52%
Sortino ratio: -0.786
Calmar ratio: -0.39

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

9.25%

Ann. 9.51% (Sharpe / Sortino numerator)

Volatility

12.63%

Sharpe ratio

0.466

VaR 95%

-1.31%

CVaR 95%: -1.62%
Max drawdown: -8.52%
Sortino ratio: 0.719
Calmar ratio: 1.12

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

22.48%

Ann. 13.92% (Sharpe / Sortino numerator)

Volatility

15.67%

Sharpe ratio

0.657

VaR 95%

-1.34%

CVaR 95%: -2.28%
Max drawdown: -8.52%
Sortino ratio: 0.819
Calmar ratio: 1.63

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

34.26%

Ann. 11.75% (Sharpe / Sortino numerator)

Volatility

13.91%

Sharpe ratio

0.584

VaR 95%

-1.29%

CVaR 95%: -1.99%
Max drawdown: -16.54%
Sortino ratio: 0.775
Calmar ratio: 0.71

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

52.39%

Ann. 13.50% (Sharpe / Sortino numerator)

Volatility

13.02%

Sharpe ratio

0.758

VaR 95%

-1.23%

CVaR 95%: -1.80%
Max drawdown: -16.54%
Sortino ratio: 1.052
Calmar ratio: 0.82

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

0.084%

Best day

2.321%

08/04/2026
Worst day

-2.242%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $80.36 $80.36 $79.80 $79.88 326,900
17/07/2026 $80.43 $80.90 $80.12 $80.22 255,600
16/07/2026 $80.60 $81.01 $80.60 $80.86 232,400
15/07/2026 $80.33 $80.71 $80.31 $80.51 535,500
14/07/2026 $80.24 $80.59 $79.99 $80.07 317,300
13/07/2026 $80.53 $80.78 $80.37 $80.52 284,600
10/07/2026 $80.43 $80.51 $79.93 $80.41 290,400
09/07/2026 $79.57 $80.15 $79.43 $80.08 252,400
08/07/2026 $80.03 $80.03 $79.25 $79.50 324,700
07/07/2026 $80.92 $81.00 $80.38 $80.47 277,700