JPMORGAN U.S. MOMENTUM FACTOR ETF
Symbol: JMOM
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 15/10/2026
Current price: $81.99
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
1.06%
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
-0.77%
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
11.71%
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
22.05%
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
43.49%
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
101.44%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.085%
Best day
3.363%
Worst day
-3.802%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $81.06 | $82.00 | $80.50 | $81.99 | 166,000 |
| 14/10/2026 | $83.00 | $83.19 | $81.80 | $82.08 | 107,100 |
| 13/10/2026 | $83.52 | $83.98 | $83.16 | $83.86 | 84,100 |
| 12/10/2026 | $84.91 | $84.91 | $84.06 | $84.23 | 143,300 |
| 09/10/2026 | $84.82 | $85.16 | $84.41 | $85.12 | 106,000 |
| 08/10/2026 | $84.55 | $84.97 | $83.89 | $84.38 | 109,100 |
| 07/10/2026 | $84.91 | $85.22 | $84.69 | $85.03 | 123,700 |
| 06/10/2026 | $85.76 | $86.07 | $85.69 | $85.80 | 249,400 |
| 05/10/2026 | $85.01 | $85.41 | $84.82 | $85.19 | 149,500 |
| 02/10/2026 | $85.00 | $85.27 | $84.89 | $85.04 | 212,500 |