Summary
JEMA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 63.06% Volatility 21.26% Sharpe 1.67
Official loaded data — not a live quote.

JPMorgan ActiveBuilders Emerging Markets Equity ETF

Symbol: JEMA

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 10/03/2021

Latest date: 03/06/2026

Current price: $64.39

Expense ratio: 0.33%

Assets under management
$1.6B
-1.04% 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

9.00%

Ann. -59.11% (Sharpe / Sortino numerator)

Volatility

36.90%

Sharpe ratio

-1.701

VaR 95%

-3.78%

CVaR 95%: -4.57%
Max drawdown: -7.46%
Sortino ratio: -2.418
Calmar ratio: -7.92

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

20.45%

Ann. 13.87% (Sharpe / Sortino numerator)

Volatility

26.46%

Sharpe ratio

0.387

VaR 95%

-3.24%

CVaR 95%: -4.00%
Max drawdown: -13.11%
Sortino ratio: 0.493
Calmar ratio: 1.06

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

33.11%

Ann. 23.40% (Sharpe / Sortino numerator)

Volatility

22.09%

Sharpe ratio

0.895

VaR 95%

-2.32%

CVaR 95%: -3.53%
Max drawdown: -13.11%
Sortino ratio: 1.117
Calmar ratio: 1.79

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

63.06%

Ann. 39.09% (Sharpe / Sortino numerator)

Volatility

21.26%

Sharpe ratio

1.668

VaR 95%

-1.78%

CVaR 95%: -3.35%
Max drawdown: -13.11%
Sortino ratio: 2.025
Calmar ratio: 2.98

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

82.21%

Ann. 22.12% (Sharpe / Sortino numerator)

Volatility

19.11%

Sharpe ratio

0.967

VaR 95%

-1.85%

CVaR 95%: -2.79%
Max drawdown: -18.11%
Sortino ratio: 1.280
Calmar ratio: 1.22

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

94.79%

Ann. 15.99% (Sharpe / Sortino numerator)

Volatility

17.76%

Sharpe ratio

0.696

VaR 95%

-1.79%

CVaR 95%: -2.54%
Max drawdown: -18.11%
Sortino ratio: 0.965
Calmar ratio: 0.88

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

0.203%

Best day

5.5%

08/04/2026
Worst day

-5.196%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $65.07 $65.07 $64.11 $64.39 172,200
02/06/2026 $64.81 $65.22 $64.55 $65.11 85,100
01/06/2026 $63.89 $64.83 $63.76 $64.49 48,200
29/05/2026 $63.73 $63.75 $63.21 $63.34 678,100
28/05/2026 $62.48 $63.52 $62.26 $63.34 476,400
27/05/2026 $63.53 $63.55 $62.82 $63.14 20,900
26/05/2026 $62.59 $63.26 $62.46 $63.12 93,800
22/05/2026 $60.91 $61.10 $60.61 $60.76 16,400
21/05/2026 $60.11 $60.95 $60.04 $60.93 84,700
20/05/2026 $59.29 $60.43 $59.29 $60.43 77,600