JPMORGAN U.S. MOMENTUM FACTOR ETF
Symbol: JMOM
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 08/11/2017
Latest Date: 17/04/2026
Current Price: $74.98
Expense Ratio: 0.12%
Assets Under Management
$1.9B
0.52% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
8.74%
Volatility
22.27%
Sharpe Ratio
-1.545
VaR 95%
-2.05%
CVaR 95%:
-2.25%
Max Drawdown:
-7.36%
Sortino Ratio:
-2.850
Calmar Ratio:
-4.18
Return
8.01%
Volatility
18.00%
Sharpe Ratio
-0.094
VaR 95%
-1.69%
CVaR 95%:
-2.00%
Max Drawdown:
-8.03%
Sortino Ratio:
-0.153
Calmar Ratio:
0.24
Return
10.50%
Volatility
16.21%
Sharpe Ratio
0.001
VaR 95%
-1.73%
CVaR 95%:
-2.11%
Max Drawdown:
-8.03%
Sortino Ratio:
0.002
Calmar Ratio:
0.45
Return
39.84%
Volatility
19.70%
Sharpe Ratio
0.905
VaR 95%
-1.71%
CVaR 95%:
-2.81%
Max Drawdown:
-8.03%
Sortino Ratio:
1.154
Calmar Ratio:
2.67
Return
51.97%
Volatility
17.95%
Sharpe Ratio
0.694
VaR 95%
-1.71%
CVaR 95%:
-2.61%
Max Drawdown:
-19.51%
Sortino Ratio:
0.912
Calmar Ratio:
0.82
Return
92.34%
Volatility
16.28%
Sharpe Ratio
1.096
VaR 95%
-1.58%
CVaR 95%:
-2.32%
Max Drawdown:
-19.51%
Sortino Ratio:
1.489
Calmar Ratio:
1.10
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.141%
Best Day
3.85%
10/04/2026
Worst Day
-2.741%
21/04/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $74.59 | $75.18 | $74.50 | $74.98 | 60,400 |
| 16/04/2026 | $73.79 | $74.08 | $73.65 | $73.94 | 84,900 |
| 15/04/2026 | $73.49 | $73.68 | $73.08 | $73.68 | 139,800 |
| 14/04/2026 | $73.13 | $73.52 | $72.92 | $73.47 | 95,700 |
| 13/04/2026 | $71.53 | $72.79 | $71.53 | $72.78 | 52,900 |
| 10/04/2026 | $72.25 | $72.25 | $71.66 | $71.75 | 95,500 |
| 02/04/2026 | $67.62 | $69.38 | $67.61 | $69.09 | 121,900 |
| 01/04/2026 | $68.42 | $69.23 | $68.42 | $68.81 | 121,700 |
| 31/03/2026 | $66.50 | $67.97 | $66.40 | $67.92 | 163,200 |
| 30/03/2026 | $67.13 | $67.13 | $65.43 | $65.71 | 144,000 |