JPMORGAN U.S. MOMENTUM FACTOR ETF
Symbol: JMOM
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: N/A
Latest date: 20/07/2026
Current price: $80.88
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.61%
Ann. -30.79% (Sharpe / Sortino numerator)
Volatility
22.27%
Sharpe ratio
-1.545
VaR 95%
-2.05%
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
8.09%
Ann. 1.94% (Sharpe / Sortino numerator)
Volatility
18.00%
Sharpe ratio
-0.094
VaR 95%
-1.69%
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
16.93%
Ann. 3.65% (Sharpe / Sortino numerator)
Volatility
16.21%
Sharpe ratio
0.001
VaR 95%
-1.73%
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
26.56%
Ann. 21.46% (Sharpe / Sortino numerator)
Volatility
19.70%
Sharpe ratio
0.905
VaR 95%
-1.71%
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
51.39%
Ann. 16.09% (Sharpe / Sortino numerator)
Volatility
17.95%
Sharpe ratio
0.694
VaR 95%
-1.71%
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
92.26%
Ann. 21.48% (Sharpe / Sortino numerator)
Volatility
16.28%
Sharpe ratio
1.096
VaR 95%
-1.58%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.099%
Best day
3.363%
Worst day
-3.802%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $81.72 | $82.04 | $80.82 | $80.88 | 63,400 |
| 17/07/2026 | $80.41 | $81.74 | $80.16 | $81.10 | 90,800 |
| 16/07/2026 | $82.11 | $82.48 | $81.37 | $81.67 | 126,100 |
| 15/07/2026 | $83.64 | $83.64 | $81.97 | $82.80 | 72,800 |
| 14/07/2026 | $83.35 | $83.56 | $83.09 | $83.31 | 75,300 |
| 13/07/2026 | $83.23 | $83.23 | $82.45 | $82.64 | 63,100 |
| 10/07/2026 | $83.82 | $83.97 | $83.26 | $83.81 | 63,000 |
| 09/07/2026 | $83.77 | $84.37 | $83.71 | $83.98 | 61,900 |
| 08/07/2026 | $82.42 | $82.98 | $81.90 | $82.89 | 69,900 |
| 07/07/2026 | $83.44 | $83.44 | $82.46 | $82.90 | 70,900 |