Summary
ROCQ
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return -4.05% Volatility 14.53% Sharpe 30.08
Official loaded data — not a live quote.

JPMORGAN NASDAQ EQUITY PREMIUM YIELD ETF

Symbol: ROCQ

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 18/03/2026

Latest date: 20/07/2026

Current price: $54.91

Expense ratio: 0.35%

Assets under management
$377.5M
-0.78% 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

-4.05%

Ann. 440.54% (Sharpe / Sortino numerator)

Volatility

14.53%

Sharpe ratio

30.078

VaR 95%

-0.56%

CVaR 95%: -0.72%
Max drawdown: -0.88%
Sortino ratio: 90.786
Calmar ratio: 501.72

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

5.95%

Ann. 124.16% (Sharpe / Sortino numerator)

Volatility

16.85%

Sharpe ratio

7.151

VaR 95%

-1.74%

CVaR 95%: -2.18%
Max drawdown: -4.78%
Sortino ratio: 9.847
Calmar ratio: 25.96

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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 22/06/2026 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.21%

Best day

1.807%

29/06/2026
Worst day

-2.771%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $55.34 $55.55 $54.91 $54.91 151,100
17/07/2026 $54.50 $55.35 $54.08 $54.92 244,800
16/07/2026 $56.11 $56.16 $55.26 $55.55 221,700
15/07/2026 $56.83 $56.83 $55.90 $56.48 114,100
14/07/2026 $56.53 $56.66 $56.03 $56.53 138,200
13/07/2026 $56.35 $56.37 $55.81 $55.96 202,500
10/07/2026 $56.36 $56.88 $56.29 $56.79 84,600
09/07/2026 $56.29 $56.62 $56.06 $56.53 84,900
08/07/2026 $55.30 $55.81 $54.98 $55.81 103,400
07/07/2026 $55.85 $55.91 $55.22 $55.61 112,900