Summary
ROCY
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 0.48% Volatility 11.16% Sharpe 18.74
Official loaded data — not a live quote.

JPMORGAN EQUITY PREMIUM YIELD ETF

Symbol: ROCY

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 18/03/2026

Latest date: 20/07/2026

Current price: $54.09

Expense ratio: 0.35%

Assets under management
$255.8M
-0.62% 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

0.48%

Ann. 212.70% (Sharpe / Sortino numerator)

Volatility

11.16%

Sharpe ratio

18.742

VaR 95%

-0.32%

CVaR 95%: -0.36%
Max drawdown: -0.70%
Sortino ratio: 94.368
Calmar ratio: 304.07

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

4.97%

Ann. 69.93% (Sharpe / Sortino numerator)

Volatility

11.22%

Sharpe ratio

5.911

VaR 95%

-1.13%

CVaR 95%: -1.45%
Max drawdown: -3.36%
Sortino ratio: 8.412
Calmar ratio: 20.83

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

0.026%

Best day

0.843%

29/06/2026
Worst day

-1.052%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $54.43 $54.47 $54.09 $54.09 95,900
17/07/2026 $54.06 $54.41 $53.93 $54.17 121,000
16/07/2026 $54.73 $54.80 $54.40 $54.61 191,800
15/07/2026 $54.71 $54.76 $54.49 $54.74 55,600
14/07/2026 $54.48 $54.61 $54.38 $54.56 66,100
13/07/2026 $54.46 $54.50 $54.25 $54.30 94,400
10/07/2026 $54.31 $54.56 $54.31 $54.53 86,400
09/07/2026 $54.22 $54.42 $54.12 $54.35 50,400
08/07/2026 $54.04 $54.12 $53.80 $54.11 33,600
07/07/2026 $54.16 $54.21 $54.00 $54.21 46,000