JPMORGAN DIVERSIFIED RETURN U.S. MID CAP EQUITY ETF
Symbol: JPME
Exchange: NYSE ARCA
Sector: Healthcare
Category: Mid-Cap Blend
Inception Date: 11/05/2016
Latest Date: 17/04/2026
Current Price: $120.77
Expense Ratio: 0.24%
Assets Under Management
$397.9M
0.83% 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
6.48%
Volatility
16.03%
Sharpe Ratio
-2.226
VaR 95%
-1.76%
CVaR 95%:
-1.92%
Max Drawdown:
-5.61%
Sortino Ratio:
-3.715
Calmar Ratio:
-5.71
Return
7.50%
Volatility
13.48%
Sharpe Ratio
1.535
VaR 95%
-1.21%
CVaR 95%:
-1.63%
Max Drawdown:
-7.16%
Sortino Ratio:
2.396
Calmar Ratio:
3.40
Return
12.79%
Volatility
12.81%
Sharpe Ratio
0.887
VaR 95%
-1.15%
CVaR 95%:
-1.62%
Max Drawdown:
-7.16%
Sortino Ratio:
1.395
Calmar Ratio:
2.09
Return
29.13%
Volatility
16.91%
Sharpe Ratio
0.697
VaR 95%
-1.21%
CVaR 95%:
-2.43%
Max Drawdown:
-8.04%
Sortino Ratio:
0.923
Calmar Ratio:
1.92
Return
34.83%
Volatility
15.00%
Sharpe Ratio
0.488
VaR 95%
-1.26%
CVaR 95%:
-2.05%
Max Drawdown:
-18.70%
Sortino Ratio:
0.690
Calmar Ratio:
0.59
Return
48.00%
Volatility
14.34%
Sharpe Ratio
0.625
VaR 95%
-1.31%
CVaR 95%:
-1.92%
Max Drawdown:
-18.70%
Sortino Ratio:
0.916
Calmar Ratio:
0.67
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
0.107%
Best Day
2.589%
12/05/2025
Worst Day
-2.318%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $119.78 | $120.90 | $119.65 | $120.77 | 6,500 |
| 16/04/2026 | $118.85 | $119.38 | $118.85 | $119.38 | 16,500 |
| 15/04/2026 | $118.91 | $118.91 | $118.41 | $118.52 | 6,100 |
| 14/04/2026 | $119.08 | $119.09 | $118.89 | $118.97 | 5,900 |
| 13/04/2026 | $117.98 | $118.81 | $117.70 | $118.81 | 21,500 |
| 10/04/2026 | $119.14 | $119.14 | $118.24 | $118.27 | 5,200 |
| 02/04/2026 | $114.22 | $116.25 | $114.22 | $115.71 | 10,800 |
| 01/04/2026 | $114.73 | $115.43 | $114.73 | $115.06 | 18,700 |
| 31/03/2026 | $113.52 | $114.65 | $113.33 | $114.53 | 7,800 |
| 30/03/2026 | $114.10 | $114.10 | $112.14 | $112.51 | 8,300 |