Summary
JEPQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 27.82% 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: 03/06/2026

Current price: $60.80

Expense ratio: 0.35%

Assets under management
$37.7B
-0.28% 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

3.35%

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

8.67%

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

8.74%

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

27.82%

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

35.46%

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

69.91%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.101%

Best day

3.255%

31/03/2026
Worst day

-2.256%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $60.97 $60.97 $60.68 $60.80 6,544,600
02/06/2026 $60.68 $60.86 $60.67 $60.86 5,972,100
01/06/2026 $60.63 $60.79 $60.53 $60.70 7,430,500
29/05/2026 $61.10 $61.17 $60.99 $61.15 16,562,100
28/05/2026 $60.87 $60.99 $60.70 $60.95 7,174,800
27/05/2026 $60.81 $60.83 $60.59 $60.76 7,502,000
26/05/2026 $60.55 $60.61 $60.45 $60.60 7,961,100
22/05/2026 $60.24 $60.32 $60.15 $60.21 4,937,500
21/05/2026 $59.87 $60.15 $59.82 $60.11 4,513,200
20/05/2026 $59.78 $59.98 $59.66 $59.98 5,680,500