JPMORGAN U.S. VALUE FACTOR ETF
Symbol: JVAL
Exchange: NYSE ARCA
Sector: Technology
Category: Large Value
Inception Date: 08/11/2017
Latest Date: 02/04/2026
Current Price: $49.37
Expense Ratio: 0.12%
Assets Under Management
$659.5M
1.56% 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
-4.04%
Volatility
17.95%
Sharpe Ratio
-2.229
VaR 95%
-1.70%
CVaR 95%:
-1.71%
Max Drawdown:
-6.40%
Sortino Ratio:
-4.501
Calmar Ratio:
-5.69
Return
-0.25%
Volatility
15.83%
Sharpe Ratio
-0.293
VaR 95%
-1.71%
CVaR 95%:
-1.75%
Max Drawdown:
-8.80%
Sortino Ratio:
-0.485
Calmar Ratio:
-0.12
Return
3.63%
Volatility
15.32%
Sharpe Ratio
0.249
VaR 95%
-1.64%
CVaR 95%:
-1.94%
Max Drawdown:
-8.80%
Sortino Ratio:
0.376
Calmar Ratio:
0.85
Return
20.21%
Volatility
19.52%
Sharpe Ratio
0.854
VaR 95%
-1.63%
CVaR 95%:
-2.74%
Max Drawdown:
-8.80%
Sortino Ratio:
1.089
Calmar Ratio:
2.31
Return
25.27%
Volatility
16.99%
Sharpe Ratio
0.491
VaR 95%
-1.64%
CVaR 95%:
-2.40%
Max Drawdown:
-20.07%
Sortino Ratio:
0.653
Calmar Ratio:
0.60
Return
54.97%
Volatility
15.73%
Sharpe Ratio
0.773
VaR 95%
-1.49%
CVaR 95%:
-2.16%
Max Drawdown:
-20.07%
Sortino Ratio:
1.081
Calmar Ratio:
0.79
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.081%
Best Day
9.076%
09/04/2025
Worst Day
-6.171%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $48.61 | $49.37 | $48.61 | $49.37 | 25,200 |
| 01/04/2026 | $49.04 | $49.47 | $49.04 | $49.23 | 44,200 |
| 31/03/2026 | $48.06 | $48.88 | $47.97 | $48.86 | 54,700 |
| 30/03/2026 | $48.35 | $48.35 | $47.38 | $47.59 | 28,600 |
| 27/03/2026 | $48.44 | $48.44 | $47.76 | $47.84 | 29,200 |
| 26/03/2026 | $48.79 | $49.30 | $48.57 | $48.60 | 322,100 |
| 25/03/2026 | $49.44 | $49.47 | $48.91 | $49.22 | 18,300 |
| 24/03/2026 | $48.52 | $49.19 | $48.50 | $48.98 | 22,800 |
| 23/03/2026 | $49.15 | $49.61 | $48.95 | $49.06 | 78,600 |
| 20/03/2026 | $49.13 | $49.13 | $48.23 | $48.42 | 14,800 |