Summary
JPFP
Prices · period metrics · 1M
NAV as of 15/10/2026
27/05/2026 → 18/06/2026
Return 0.37% Volatility 23.16% Sharpe -0.04
Official loaded data — not a live quote.

JPMorgan Managed Futures Plus ETF

Symbol: JPFP

Exchange: NASDAQ

Sector: Technology

Category: Multi-Asset Overlay

Inception date: 27/05/2026

Latest date: 15/10/2026

Current price: $51.93

Expense ratio: 0.59%

Assets under management
$128.5M
-0.23% 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

0.37%

Ann. 2.55% (Sharpe / Sortino numerator)

Volatility

23.16%

Sharpe ratio

-0.045

VaR 95%

-3.19%

CVaR 95%: -3.19%
Max drawdown: -5.82%
Sortino ratio: -0.073
Calmar ratio: 0.44

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

4.15%

Ann. 10.17% (Sharpe / Sortino numerator)

Volatility

19.22%

Sharpe ratio

0.341

VaR 95%

-1.79%

CVaR 95%: -2.29%
Max drawdown: -6.61%
Sortino ratio: 0.556
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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 15/09/2026 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

1.478%

21/09/2026
Worst day

-1.657%

14/10/2026
Days with data

22

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $52.05 $52.05 $51.93 $51.93 200
14/10/2026 $52.23 $52.23 $52.23 $52.23 200
13/10/2026 $53.11 $53.11 $53.11 $53.11 200
12/10/2026 $53.23 $53.27 $53.14 $53.14 2,200
09/10/2026 $53.07 $53.23 $53.07 $53.21 700
08/10/2026 $52.88 $52.88 $52.66 $52.66 500
07/10/2026 $53.46 $53.49 $53.46 $53.49 200
06/10/2026 $53.65 $53.76 $53.62 $53.76 2,600
05/10/2026 $53.01 $53.54 $53.01 $53.27 2,500
02/10/2026 $52.84 $52.84 $52.69 $52.75 1,000