Summary
JPEF
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.43% Volatility 17.44% Sharpe 0.52
Official loaded data — not a live quote.

JPMORGAN EQUITY FOCUS ETF

Symbol: JPEF

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 29/07/2011

Latest date: 03/06/2026

Current price: $80.51

Expense ratio: 0.44%

Assets under management
$1.9B
-0.57% 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

3.38%

Ann. -41.62% (Sharpe / Sortino numerator)

Volatility

16.79%

Sharpe ratio

-2.695

VaR 95%

-1.57%

CVaR 95%: -1.68%
Max drawdown: -7.60%
Sortino ratio: -4.593
Calmar ratio: -5.48

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

7.10%

Ann. -12.90% (Sharpe / Sortino numerator)

Volatility

13.57%

Sharpe ratio

-1.218

VaR 95%

-1.48%

CVaR 95%: -1.78%
Max drawdown: -8.25%
Sortino ratio: -1.738
Calmar ratio: -1.56

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

7.01%

Ann. -4.62% (Sharpe / Sortino numerator)

Volatility

12.79%

Sharpe ratio

-0.645

VaR 95%

-1.45%

CVaR 95%: -1.80%
Max drawdown: -8.25%
Sortino ratio: -0.890
Calmar ratio: -0.56

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

19.43%

Ann. 12.70% (Sharpe / Sortino numerator)

Volatility

17.44%

Sharpe ratio

0.520

VaR 95%

-1.46%

CVaR 95%: -2.58%
Max drawdown: -8.25%
Sortino ratio: 0.649
Calmar ratio: 1.54

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

36.35%

Ann. 11.14% (Sharpe / Sortino numerator)

Volatility

15.89%

Sharpe ratio

0.472

VaR 95%

-1.49%

CVaR 95%: -2.38%
Max drawdown: -18.09%
Sortino ratio: 0.598
Calmar ratio: 0.62

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

63.73%

Ann. 19.18% (Sharpe / Sortino numerator)

Volatility

15.26%

Sharpe ratio

1.021

VaR 95%

-1.46%

CVaR 95%: -2.17%
Max drawdown: -18.09%
Sortino ratio: 1.357
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

2.674%

31/03/2026
Worst day

-2.526%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $80.97 $81.00 $80.48 $80.51 74,500
02/06/2026 $80.62 $81.16 $80.62 $81.01 121,900
01/06/2026 $80.61 $81.01 $80.50 $80.75 59,000
29/05/2026 $80.94 $81.07 $80.69 $80.82 61,400
28/05/2026 $80.57 $80.92 $80.18 $80.87 112,700
27/05/2026 $80.30 $80.51 $80.19 $80.37 76,300
26/05/2026 $80.12 $80.50 $80.01 $80.22 92,500
22/05/2026 $79.88 $80.11 $79.74 $79.84 75,200
21/05/2026 $79.43 $79.86 $79.12 $79.68 63,000
20/05/2026 $79.24 $79.94 $79.24 $79.77 82,500