Summary
JEMA
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 38.45% 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: 17/07/2026

Current price: $58.83

Expense ratio: 0.33%

Assets under management
$1.7B
1.64% 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

-7.57%

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

0.83%

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

14.50%

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

38.45%

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

59.94%

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

69.38%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.141%

Best day

5.5%

08/04/2026
Worst day

-6.549%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $57.88 $59.33 $57.66 $58.83 57,500
16/07/2026 $60.18 $60.18 $59.39 $59.55 32,200
15/07/2026 $61.44 $61.44 $60.05 $60.95 136,600
14/07/2026 $60.94 $61.26 $60.73 $61.18 36,400
13/07/2026 $60.89 $60.96 $60.09 $60.18 34,000
10/07/2026 $61.87 $62.54 $61.79 $62.45 37,900
09/07/2026 $62.42 $62.54 $62.17 $62.43 62,300
08/07/2026 $61.09 $61.77 $60.58 $61.77 51,800
07/07/2026 $61.79 $62.03 $61.07 $61.32 330,900
06/07/2026 $62.99 $63.40 $62.95 $63.25 40,200