JPMORGAN U.S. MOMENTUM FACTOR ETF
Symbol: JMOM
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 03/06/2026
Current price: $83.53
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
9.35%
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
18.90%
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
22.27%
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
36.77%
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
64.29%
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
111.98%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.129%
Best day
3.363%
Worst day
-2.53%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $83.52 | $83.83 | $83.13 | $83.53 | 260,200 |
| 02/06/2026 | $83.00 | $83.71 | $83.00 | $83.67 | 155,900 |
| 01/06/2026 | $82.00 | $83.10 | $81.97 | $82.77 | 113,900 |
| 29/05/2026 | $82.53 | $82.63 | $81.98 | $82.44 | 132,700 |
| 28/05/2026 | $81.59 | $82.34 | $81.15 | $82.01 | 113,600 |
| 27/05/2026 | $82.19 | $82.19 | $81.18 | $81.49 | 130,800 |
| 26/05/2026 | $81.41 | $81.98 | $81.18 | $81.88 | 87,500 |
| 22/05/2026 | $80.16 | $80.79 | $80.16 | $80.46 | 92,200 |
| 21/05/2026 | $78.93 | $79.80 | $78.84 | $79.65 | 84,000 |
| 20/05/2026 | $78.32 | $79.30 | $78.32 | $79.29 | 70,700 |