Summary
JPME
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.07% 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: Healthcare

Category: Mid-Cap Blend

Inception date: 11/05/2016

Latest date: 15/10/2026

Current price: $122.46

Expense ratio: 0.24%

Assets under management
$463.5M
0.59% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.89%

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

-0.86%

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

4.25%

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

16.07%

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

20.79%

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

55.17%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

2.259%

06/02/2026
Worst day

-2.018%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $121.74 $122.46 $121.74 $122.46 22,800
14/10/2026 $121.18 $121.18 $120.54 $121.15 20,700
13/10/2026 $121.48 $121.91 $121.02 $121.74 9,800
12/10/2026 $121.12 $121.49 $121.12 $121.37 4,600
09/10/2026 $121.32 $121.33 $120.82 $121.17 5,400
08/10/2026 $119.83 $120.93 $119.62 $120.92 13,000
07/10/2026 $121.17 $121.17 $120.03 $120.21 13,200
06/10/2026 $121.43 $121.71 $121.23 $121.46 13,600
05/10/2026 $120.33 $121.39 $119.84 $120.98 6,400
02/10/2026 $120.29 $120.85 $120.29 $120.47 11,900