Summary
MCDS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.47% Volatility 18.80% Sharpe 0.53
Official loaded data — not a live quote.

JPMORGAN FUNDAMENTAL DATA SCIENCE MID CORE ETF

Symbol: MCDS

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Blend

Inception date: 07/08/2024

Latest date: 20/07/2026

Current price: $66.64

Expense ratio: 0.35%

Assets under management
$8.2M
0.00% 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

-0.90%

Ann. -35.84% (Sharpe / Sortino numerator)

Volatility

18.69%

Sharpe ratio

-2.112

VaR 95%

-1.76%

CVaR 95%: -1.77%
Max drawdown: -6.28%
Sortino ratio: -5.311
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

4.44%

Ann. 7.32% (Sharpe / Sortino numerator)

Volatility

15.79%

Sharpe ratio

0.234

VaR 95%

-1.74%

CVaR 95%: -1.78%
Max drawdown: -7.59%
Sortino ratio: 0.390
Calmar ratio: 0.96

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

11.68%

Ann. 8.08% (Sharpe / Sortino numerator)

Volatility

14.50%

Sharpe ratio

0.307

VaR 95%

-1.54%

CVaR 95%: -1.83%
Max drawdown: -7.59%
Sortino ratio: 0.488
Calmar ratio: 1.07

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

18.47%

Ann. 13.67% (Sharpe / Sortino numerator)

Volatility

18.80%

Sharpe ratio

0.534

VaR 95%

-1.58%

CVaR 95%: -2.66%
Max drawdown: -8.13%
Sortino ratio: 0.692
Calmar ratio: 1.68

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

0.071%

Best day

2.803%

08/04/2026
Worst day

-2.474%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $66.64 $66.64 $66.64 $66.64 100
17/07/2026 $67.05 $67.05 $67.05 $67.05 100
16/07/2026 $67.46 $67.46 $67.46 $67.46 100
15/07/2026 $67.11 $67.11 $67.11 $67.11 100
14/07/2026 $67.40 $67.40 $67.40 $67.40 100
13/07/2026 $67.33 $67.33 $67.33 $67.33 100
10/07/2026 $67.55 $67.55 $67.55 $67.55 100
09/07/2026 $67.45 $67.45 $67.45 $67.45 100
08/07/2026 $66.83 $66.83 $66.83 $66.83 100
07/07/2026 $67.44 $67.44 $67.44 $67.44 100