Summary
LCDS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.63% Volatility 19.64% Sharpe 0.70
Official loaded data — not a live quote.

JPMORGAN FUNDAMENTAL DATA SCIENCE LARGE CORE ETF

Symbol: LCDS

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 07/08/2024

Latest date: 20/07/2026

Current price: $71.32

Expense ratio: 0.30%

Assets under management
$16.0M
0.00% 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

0.22%

Ann. -40.02% (Sharpe / Sortino numerator)

Volatility

17.83%

Sharpe ratio

-2.448

VaR 95%

-1.62%

CVaR 95%: -1.65%
Max drawdown: -7.38%
Sortino ratio: -4.393
Calmar ratio: -5.42

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

5.15%

Ann. -14.72% (Sharpe / Sortino numerator)

Volatility

14.56%

Sharpe ratio

-1.260

VaR 95%

-1.45%

CVaR 95%: -1.73%
Max drawdown: -9.22%
Sortino ratio: -2.038
Calmar ratio: -1.60

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

10.58%

Ann. -1.91% (Sharpe / Sortino numerator)

Volatility

13.48%

Sharpe ratio

-0.411

VaR 95%

-1.45%

CVaR 95%: -1.81%
Max drawdown: -9.22%
Sortino ratio: -0.597
Calmar ratio: -0.21

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

19.63%

Ann. 17.48% (Sharpe / Sortino numerator)

Volatility

19.64%

Sharpe ratio

0.705

VaR 95%

-1.45%

CVaR 95%: -2.70%
Max drawdown: -11.95%
Sortino ratio: 0.733
Calmar ratio: 1.46

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

42.19%

Ann. 21.09% (Sharpe / Sortino numerator)

Volatility

17.08%

Sharpe ratio

1.025

VaR 95%

-1.40%

CVaR 95%: -2.48%
Max drawdown: -17.83%
Sortino ratio: 0.973
Calmar ratio: 1.18

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

0.075%

Best day

2.844%

31/03/2026
Worst day

-2.553%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $71.32 $71.32 $71.32 $71.32 100
17/07/2026 $71.47 $71.47 $71.47 $71.47 100
16/07/2026 $72.02 $72.02 $72.02 $72.02 100
15/07/2026 $71.93 $72.37 $71.93 $72.37 700
14/07/2026 $72.10 $72.12 $72.10 $72.12 900
13/07/2026 $71.79 $71.79 $71.79 $71.79 100
10/07/2026 $72.24 $72.24 $72.24 $72.24 100
09/07/2026 $71.81 $71.81 $71.81 $71.81 100
08/07/2026 $71.30 $71.30 $71.30 $71.30 100
07/07/2026 $71.45 $71.45 $71.45 $71.45 100