Summary
JGRO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 2.33% Volatility 21.34% Sharpe 0.49
Official loaded data — not a live quote.

JPMORGAN ACTIVE GROWTH ETF

Symbol: JGRO

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 08/08/2022

Latest date: 15/10/2026

Current price: $95.27

Expense ratio: 0.44%

Assets under management
$10.1B
1.20% 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

2.41%

Ann. -34.30% (Sharpe / Sortino numerator)

Volatility

22.32%

Sharpe ratio

-1.700

VaR 95%

-1.89%

CVaR 95%: -2.17%
Max drawdown: -8.05%
Sortino ratio: -3.386
Calmar ratio: -4.26

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

-0.85%

Ann. -28.21% (Sharpe / Sortino numerator)

Volatility

18.20%

Sharpe ratio

-1.750

VaR 95%

-1.89%

CVaR 95%: -2.19%
Max drawdown: -13.08%
Sortino ratio: -2.878
Calmar ratio: -2.16

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

3.68%

Ann. -17.49% (Sharpe / Sortino numerator)

Volatility

17.87%

Sharpe ratio

-1.182

VaR 95%

-1.92%

CVaR 95%: -2.41%
Max drawdown: -16.44%
Sortino ratio: -1.704
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

2.33%

Ann. 14.08% (Sharpe / Sortino numerator)

Volatility

21.34%

Sharpe ratio

0.490

VaR 95%

-1.91%

CVaR 95%: -3.03%
Max drawdown: -16.44%
Sortino ratio: 0.638
Calmar ratio: 0.86

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

22.43%

Ann. 10.74% (Sharpe / Sortino numerator)

Volatility

20.55%

Sharpe ratio

0.346

VaR 95%

-2.26%

CVaR 95%: -3.09%
Max drawdown: -22.70%
Sortino ratio: 0.446
Calmar ratio: 0.47

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

72.30%

Ann. 20.51% (Sharpe / Sortino numerator)

Volatility

19.12%

Sharpe ratio

0.882

VaR 95%

-1.96%

CVaR 95%: -2.80%
Max drawdown: -22.70%
Sortino ratio: 1.170
Calmar ratio: 0.90

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.016%

Best day

3.667%

31/03/2026
Worst day

-3.515%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $94.14 $95.45 $93.88 $95.27 648,500
14/10/2026 $96.73 $97.09 $95.11 $95.41 385,300
13/10/2026 $97.10 $97.54 $96.92 $97.44 486,400
12/10/2026 $98.20 $98.20 $97.39 $97.57 225,800
09/10/2026 $97.96 $98.42 $97.70 $98.31 393,400
08/10/2026 $98.04 $98.34 $96.99 $97.41 1,017,200
07/10/2026 $98.32 $98.56 $98.00 $98.53 731,000
06/10/2026 $99.20 $99.50 $98.96 $99.01 570,100
05/10/2026 $97.82 $98.75 $97.68 $98.54 527,100
02/10/2026 $97.81 $98.23 $97.44 $97.69 573,300