Summary
JPME
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 22.44% Volatility 16.91% Sharpe 0.70
Official loaded data — not a live quote.

JPMORGAN DIVERSIFIED RETURN U.S. MID CAP EQUITY ETF

Symbol: JPME

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 11/05/2016

Latest date: 03/06/2026

Current price: $122.81

Expense ratio: 0.24%

Assets under management
$436.9M
0.02% 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

2.14%

Ann. -32.05% (Sharpe / Sortino numerator)

Volatility

16.03%

Sharpe ratio

-2.226

VaR 95%

-1.76%

CVaR 95%: -1.92%
Max drawdown: -5.61%
Sortino ratio: -3.715
Calmar ratio: -5.71

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

4.31%

Ann. 24.32% (Sharpe / Sortino numerator)

Volatility

13.48%

Sharpe ratio

1.535

VaR 95%

-1.21%

CVaR 95%: -1.63%
Max drawdown: -7.16%
Sortino ratio: 2.396
Calmar ratio: 3.40

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

13.47%

Ann. 14.99% (Sharpe / Sortino numerator)

Volatility

12.81%

Sharpe ratio

0.887

VaR 95%

-1.15%

CVaR 95%: -1.62%
Max drawdown: -7.16%
Sortino ratio: 1.395
Calmar ratio: 2.09

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

22.44%

Ann. 15.42% (Sharpe / Sortino numerator)

Volatility

16.91%

Sharpe ratio

0.697

VaR 95%

-1.21%

CVaR 95%: -2.43%
Max drawdown: -8.04%
Sortino ratio: 0.923
Calmar ratio: 1.92

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

31.99%

Ann. 10.95% (Sharpe / Sortino numerator)

Volatility

15.00%

Sharpe ratio

0.488

VaR 95%

-1.26%

CVaR 95%: -2.05%
Max drawdown: -18.70%
Sortino ratio: 0.690
Calmar ratio: 0.59

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

53.78%

Ann. 12.59% (Sharpe / Sortino numerator)

Volatility

14.34%

Sharpe ratio

0.625

VaR 95%

-1.31%

CVaR 95%: -1.92%
Max drawdown: -18.70%
Sortino ratio: 0.916
Calmar ratio: 0.67

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

0.084%

Best day

2.259%

06/02/2026
Worst day

-2.318%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $122.79 $123.19 $122.79 $122.81 9,100
02/06/2026 $122.07 $122.86 $122.07 $122.64 32,200
01/06/2026 $121.45 $121.75 $121.33 $121.51 11,000
29/05/2026 $122.57 $122.57 $121.99 $122.01 11,400
28/05/2026 $122.45 $122.75 $121.98 $122.28 15,900
27/05/2026 $122.96 $122.96 $122.25 $122.25 5,900
26/05/2026 $122.44 $122.58 $122.20 $122.52 6,800
22/05/2026 $121.17 $121.61 $120.87 $121.52 26,600
21/05/2026 $119.87 $120.55 $119.19 $120.45 10,000
20/05/2026 $119.20 $119.99 $118.62 $119.89 8,100