Summary
JEPI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 6.96% Volatility 13.28% Sharpe 0.20
Official loaded data — not a live quote.

JPMORGAN EQUITY PREMIUM INCOME ETF

Symbol: JEPI

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 20/05/2020

Latest date: 03/06/2026

Current price: $55.41

Expense ratio: 0.35%

Assets under management
$45.6B
0.20% 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

-2.22%

Ann. -42.56% (Sharpe / Sortino numerator)

Volatility

13.87%

Sharpe ratio

-3.331

VaR 95%

-1.60%

CVaR 95%: -1.65%
Max drawdown: -5.97%
Sortino ratio: -5.193
Calmar ratio: -7.12

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

-4.36%

Ann. -3.75% (Sharpe / Sortino numerator)

Volatility

10.53%

Sharpe ratio

-0.701

VaR 95%

-1.34%

CVaR 95%: -1.50%
Max drawdown: -7.38%
Sortino ratio: -0.905
Calmar ratio: -0.51

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

-0.22%

Ann. 3.85% (Sharpe / Sortino numerator)

Volatility

9.22%

Sharpe ratio

0.024

VaR 95%

-1.03%

CVaR 95%: -1.36%
Max drawdown: -7.38%
Sortino ratio: 0.033
Calmar ratio: 0.52

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

6.96%

Ann. 6.30% (Sharpe / Sortino numerator)

Volatility

13.28%

Sharpe ratio

0.201

VaR 95%

-1.00%

CVaR 95%: -2.01%
Max drawdown: -7.38%
Sortino ratio: 0.229
Calmar ratio: 0.85

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

12.62%

Ann. 6.90% (Sharpe / Sortino numerator)

Volatility

11.26%

Sharpe ratio

0.290

VaR 95%

-0.96%

CVaR 95%: -1.68%
Max drawdown: -13.26%
Sortino ratio: 0.345
Calmar ratio: 0.52

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

25.41%

Ann. 9.24% (Sharpe / Sortino numerator)

Volatility

10.07%

Sharpe ratio

0.558

VaR 95%

-0.90%

CVaR 95%: -1.47%
Max drawdown: -13.26%
Sortino ratio: 0.672
Calmar ratio: 0.70

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

0.028%

Best day

1.928%

08/04/2026
Worst day

-1.612%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $55.30 $55.53 $55.28 $55.41 5,978,800
02/06/2026 $55.28 $55.41 $55.10 $55.33 7,067,600
01/06/2026 $55.65 $55.68 $55.24 $55.32 7,748,600
29/05/2026 $56.15 $56.18 $55.96 $56.04 6,469,300
28/05/2026 $56.31 $56.32 $56.06 $56.20 5,732,000
27/05/2026 $56.25 $56.47 $56.25 $56.28 5,335,900
26/05/2026 $56.40 $56.46 $56.21 $56.22 5,998,700
22/05/2026 $56.26 $56.40 $56.17 $56.33 4,164,500
21/05/2026 $56.02 $56.12 $55.74 $56.08 4,982,200
20/05/2026 $56.08 $56.22 $55.91 $56.18 8,007,100