JCPB
JPMORGAN CORE PLUS BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
JCPB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.92% | 4.91% | 2.79% | 1.16% | 2.71% | 1.20% |
| Sharpe Ratio | 1.47 | 1.25 | 1.09 | 0.22 | 1.06 | 0.23 |
| Max Drawdown | -2.64% | -2.64% | -4.18% | -16.67% | -4.18% | -16.67% |
| % Time Invested | 100.0% | 100.0% | 74.0% | 100.0% | 74.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.4 | 0.0 | 2.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-27 | Open | Open | 34% | $45.58 | $46.95 | 3.01% | Mark-to-Market |
| 2024-09-18 | Open | Open | 33% | $44.80 | $46.95 | 4.80% | Mark-to-Market |
| 2026-04-02 | Open | Interest | 33% | $1.00 | $1.00 | 0.32% | Mark-to-Market |
| 2025-04-23 | 2026-04-02 | Completed | 33% | $44.32 | $46.84 | 5.68% | Signal |
| 2025-07-01 | 2025-08-27 | Interest | 34% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $45.03 | $45.21 | 0.39% | Signal |
| 2025-03-28 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2024-12-26 | 2025-04-23 | Interest | 33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2024-04-03 | 2025-03-28 | Completed | 34% | $41.59 | $44.41 | 6.79% | Signal |
| 2024-07-29 | 2024-12-26 | Completed | 33% | $43.07 | $43.15 | 0.18% | Signal |
| 2024-08-07 | 2024-09-18 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $44.08 | $43.59 | -1.11% | Signal |
| 2022-01-19 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 9.58% | Interest Income |
| 2024-05-17 | 2024-07-29 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2024-01-16 | 2024-05-17 | Completed | 33% | $41.90 | $41.96 | 0.15% | Signal |
| 2023-09-27 | 2024-04-03 | Interest | 34% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2023-07-17 | 2024-01-16 | Interest | 33% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2023-05-17 | 2023-09-27 | Completed | 34% | $40.83 | $39.49 | -3.29% | Signal |
| 2023-02-13 | 2023-07-17 | Completed | 33% | $40.20 | $40.67 | 1.18% | Signal |
| 2022-02-10 | 2023-05-17 | Interest | 34% | $1.00 | $1.04 | 4.09% | Interest Income |
| 2021-11-30 | 2023-02-13 | Interest | 33% | $1.00 | $1.03 | 3.48% | Interest Income |
| 2021-11-01 | 2022-02-10 | Completed | 34% | $44.94 | $43.64 | -2.90% | Signal |
| 2021-03-05 | 2022-01-19 | Completed | 33% | $44.18 | $44.24 | 0.14% | Signal |
| 2021-07-27 | 2021-11-30 | Completed | 33% | $45.18 | $45.05 | -0.27% | Signal |
| 2021-06-16 | 2021-11-01 | Interest | 34% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2021-06-16 | 2021-07-27 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-06-14 | 2021-06-16 | Completed | 33% | $44.69 | $44.74 | 0.11% | Signal |
| 2021-06-14 | 2021-06-16 | Completed | 34% | $44.69 | $44.74 | 0.11% | Signal |
| 2021-05-07 | 2021-06-14 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2021-03-22 | 2021-06-14 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2021-03-05 | 2021-05-07 | Completed | 34% | $44.18 | $44.59 | 0.94% | Signal |
| 2021-03-05 | 2021-03-22 | Completed | 33% | $44.18 | $43.84 | -0.78% | Signal |
| 2021-03-03 | 2021-03-05 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-03-03 | 2021-03-05 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-03-03 | 2021-03-05 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
