JPMORGAN U.S. MOMENTUM FACTOR ETF

Symbol: JMOM

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception Date: 08/11/2017

Latest Date: 17/04/2026

Current Price: $74.98

Expense Ratio: 0.12%

Assets Under Management
$1.9B
0.52% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

8.74%

Volatility

22.27%

Sharpe Ratio

-1.545

VaR 95%

-2.05%

CVaR 95%: -2.25%
Max Drawdown: -7.36%
Sortino Ratio: -2.850
Calmar Ratio: -4.18
Return

8.01%

Volatility

18.00%

Sharpe Ratio

-0.094

VaR 95%

-1.69%

CVaR 95%: -2.00%
Max Drawdown: -8.03%
Sortino Ratio: -0.153
Calmar Ratio: 0.24
Return

10.50%

Volatility

16.21%

Sharpe Ratio

0.001

VaR 95%

-1.73%

CVaR 95%: -2.11%
Max Drawdown: -8.03%
Sortino Ratio: 0.002
Calmar Ratio: 0.45
Return

39.84%

Volatility

19.70%

Sharpe Ratio

0.905

VaR 95%

-1.71%

CVaR 95%: -2.81%
Max Drawdown: -8.03%
Sortino Ratio: 1.154
Calmar Ratio: 2.67
Return

51.97%

Volatility

17.95%

Sharpe Ratio

0.694

VaR 95%

-1.71%

CVaR 95%: -2.61%
Max Drawdown: -19.51%
Sortino Ratio: 0.912
Calmar Ratio: 0.82
Return

92.34%

Volatility

16.28%

Sharpe Ratio

1.096

VaR 95%

-1.58%

CVaR 95%: -2.32%
Max Drawdown: -19.51%
Sortino Ratio: 1.489
Calmar Ratio: 1.10

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.141%

Best Day

3.85%

10/04/2026
Worst Day

-2.741%

21/04/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $74.59 $75.18 $74.50 $74.98 60,400
16/04/2026 $73.79 $74.08 $73.65 $73.94 84,900
15/04/2026 $73.49 $73.68 $73.08 $73.68 139,800
14/04/2026 $73.13 $73.52 $72.92 $73.47 95,700
13/04/2026 $71.53 $72.79 $71.53 $72.78 52,900
10/04/2026 $72.25 $72.25 $71.66 $71.75 95,500
02/04/2026 $67.62 $69.38 $67.61 $69.09 121,900
01/04/2026 $68.42 $69.23 $68.42 $68.81 121,700
31/03/2026 $66.50 $67.97 $66.40 $67.92 163,200
30/03/2026 $67.13 $67.13 $65.43 $65.71 144,000