Summary
SCDS
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 21.24% Volatility 22.52% Sharpe 0.88
Official loaded data — not a live quote.

JPMORGAN FUNDAMENTAL DATA SCIENCE SMALL CORE ETF

Symbol: SCDS

Exchange: NASDAQ

Sector: Healthcare

Category: Small Blend

Inception date: 07/08/2024

Latest date: 15/10/2026

Current price: $71.12

Expense ratio: 0.40%

Assets under management
$9.3M
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

-1.93%

Ann. -32.19% (Sharpe / Sortino numerator)

Volatility

24.72%

Sharpe ratio

-1.449

VaR 95%

-2.27%

CVaR 95%: -2.39%
Max drawdown: -6.71%
Sortino ratio: -3.037
Calmar ratio: -4.80

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

-5.85%

Ann. 11.87% (Sharpe / Sortino numerator)

Volatility

20.09%

Sharpe ratio

0.410

VaR 95%

-1.99%

CVaR 95%: -2.22%
Max drawdown: -8.93%
Sortino ratio: 0.676
Calmar ratio: 1.33

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

7.43%

Ann. 12.13% (Sharpe / Sortino numerator)

Volatility

19.06%

Sharpe ratio

0.446

VaR 95%

-1.89%

CVaR 95%: -2.31%
Max drawdown: -8.93%
Sortino ratio: 0.710
Calmar ratio: 1.36

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

21.24%

Ann. 23.43% (Sharpe / Sortino numerator)

Volatility

22.52%

Sharpe ratio

0.879

VaR 95%

-1.96%

CVaR 95%: -3.03%
Max drawdown: -8.93%
Sortino ratio: 1.242
Calmar ratio: 2.62

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

31.98%

Ann. 22.61% (Sharpe / Sortino numerator)

Volatility

21.09%

Sharpe ratio

0.899

VaR 95%

-1.91%

CVaR 95%: -2.78%
Max drawdown: -24.05%
Sortino ratio: 1.336
Calmar ratio: 0.94

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

0.083%

Best day

3.251%

31/03/2026
Worst day

-3.131%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $71.12 $71.12 $71.12 $71.12 100
14/10/2026 $70.43 $70.43 $70.43 $70.43 100
13/10/2026 $71.34 $71.73 $71.34 $71.73 600
12/10/2026 $71.86 $71.86 $71.86 $71.86 100
09/10/2026 $71.91 $72.12 $71.91 $72.12 1,700
08/10/2026 $71.38 $71.69 $71.38 $71.69 1,700
07/10/2026 $71.81 $71.81 $71.75 $71.76 2,700
06/10/2026 $72.65 $72.65 $72.65 $72.65 100
05/10/2026 $73.24 $73.24 $73.06 $73.06 600
02/10/2026 $72.95 $72.95 $72.82 $72.82 6,100