Summary
JEPQ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.00% Volatility 18.44% Sharpe 0.75
Official loaded data — not a live quote.

JPMORGAN NASDAQ EQUITY PREMIUM INCOME ETF

Symbol: JEPQ

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 03/05/2022

Latest date: 17/07/2026

Current price: $58.51

Expense ratio: 0.35%

Assets under management
$40.7B
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

-2.07%

Ann. -31.98% (Sharpe / Sortino numerator)

Volatility

20.97%

Sharpe ratio

-1.698

VaR 95%

-1.87%

CVaR 95%: -2.01%
Max drawdown: -6.94%
Sortino ratio: -3.249
Calmar ratio: -4.61

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

2.75%

Ann. -13.65% (Sharpe / Sortino numerator)

Volatility

16.40%

Sharpe ratio

-1.054

VaR 95%

-1.71%

CVaR 95%: -1.90%
Max drawdown: -10.52%
Sortino ratio: -1.682
Calmar ratio: -1.30

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

6.89%

Ann. 1.03% (Sharpe / Sortino numerator)

Volatility

15.07%

Sharpe ratio

-0.173

VaR 95%

-1.70%

CVaR 95%: -1.97%
Max drawdown: -10.52%
Sortino ratio: -0.242
Calmar ratio: 0.10

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

19.00%

Ann. 17.50% (Sharpe / Sortino numerator)

Volatility

18.44%

Sharpe ratio

0.752

VaR 95%

-1.70%

CVaR 95%: -2.67%
Max drawdown: -10.52%
Sortino ratio: 0.874
Calmar ratio: 1.66

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

31.79%

Ann. 12.49% (Sharpe / Sortino numerator)

Volatility

16.84%

Sharpe ratio

0.526

VaR 95%

-1.86%

CVaR 95%: -2.57%
Max drawdown: -20.07%
Sortino ratio: 0.611
Calmar ratio: 0.62

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

56.44%

Ann. 18.83% (Sharpe / Sortino numerator)

Volatility

15.00%

Sharpe ratio

1.014

VaR 95%

-1.65%

CVaR 95%: -2.32%
Max drawdown: -20.07%
Sortino ratio: 1.185
Calmar ratio: 0.94

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

0.073%

Best day

3.254%

31/03/2026
Worst day

-3.013%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $58.16 $59.03 $57.78 $58.51 8,300,000
16/07/2026 $59.78 $59.81 $58.99 $59.26 6,524,000
15/07/2026 $60.47 $60.49 $59.53 $60.12 5,815,900
14/07/2026 $60.18 $60.33 $59.78 $60.19 9,480,100
13/07/2026 $59.98 $60.05 $59.47 $59.59 6,601,200
10/07/2026 $60.14 $60.55 $59.90 $60.51 5,083,500
09/07/2026 $59.98 $60.30 $59.72 $60.24 4,949,300
08/07/2026 $59.01 $59.52 $58.65 $59.45 6,075,200
07/07/2026 $59.60 $59.75 $58.91 $59.32 6,463,400
06/07/2026 $59.98 $60.38 $59.85 $60.16 6,512,100