Summary
JPEF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.26% 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: 20/07/2026

Current price: $79.62

Expense ratio: 0.44%

Assets under management
$2.0B
-0.82% 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

-0.28%

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

2.62%

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

8.30%

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

13.26%

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

27.40%

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

61.92%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.053%

Best day

2.674%

31/03/2026
Worst day

-2.526%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $80.28 $80.49 $79.57 $79.62 109,100
17/07/2026 $79.87 $80.28 $79.58 $79.75 100,300
16/07/2026 $80.88 $81.18 $80.42 $80.65 137,900
15/07/2026 $81.18 $81.27 $80.72 $81.23 115,900
14/07/2026 $80.74 $81.06 $80.60 $80.93 279,500
13/07/2026 $80.83 $80.83 $80.25 $80.35 76,900
10/07/2026 $80.89 $81.08 $80.52 $81.03 64,200
09/07/2026 $80.29 $80.84 $80.19 $80.84 66,800
08/07/2026 $80.07 $80.07 $79.45 $80.03 52,700
07/07/2026 $80.68 $80.71 $80.18 $80.39 66,200