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 | 4.59% | 4.91% | 3.25% | 1.16% | 2.79% | 2.01% |
| Sharpe Ratio | 1.64 | 1.25 | 1.16 | 0.22 | 0.86 | 0.38 |
| Max Drawdown | -2.12% | -2.64% | -3.12% | -16.67% | -7.08% | -16.67% |
| % Time Invested | 93.7% | 100.0% | 74.7% | 100.0% | 78.7% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 7.2 | 0.0 | 7.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-24 | Open | Open | 33% | $47.15 | $46.95 | -0.42% | Mark-to-Market |
| 2026-04-01 | Open | Interest | 33% | $1.00 | $1.00 | 0.34% | Mark-to-Market |
| 2026-03-30 | Open | Interest | 34% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2026-03-20 | 2026-04-24 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-04-23 | 2026-04-01 | Completed | 33% | $44.32 | $46.89 | 5.79% | Signal |
| 2026-02-26 | 2026-03-30 | Completed | 34% | $47.63 | $46.75 | -1.83% | Signal |
| 2026-03-03 | 2026-03-20 | Completed | 33% | $47.38 | $46.82 | -1.18% | Signal |
| 2026-02-06 | 2026-03-03 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2026-02-03 | 2026-02-26 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-20 | 2026-02-06 | Completed | 33% | $46.78 | $47.10 | 0.69% | Signal |
| 2026-01-28 | 2026-02-03 | Completed | 34% | $46.95 | $46.93 | -0.05% | Signal |
| 2025-12-08 | 2026-01-28 | Interest | 34% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2025-12-24 | 2026-01-20 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-12-17 | 2025-12-24 | Completed | 33% | $46.69 | $46.81 | 0.25% | Signal |
| 2025-11-18 | 2025-12-17 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-06-27 | 2025-12-08 | Completed | 34% | $45.03 | $46.66 | 3.61% | Signal |
| 2025-08-22 | 2025-11-18 | Completed | 33% | $45.48 | $46.55 | 2.35% | Signal |
| 2025-07-31 | 2025-08-22 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-20 | 2025-07-31 | Completed | 33% | $44.64 | $45.17 | 1.19% | Signal |
| 2025-04-25 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2025-04-11 | 2025-06-20 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2025-02-26 | 2025-04-25 | Completed | 34% | $44.39 | $44.45 | 0.13% | Signal |
| 2024-12-26 | 2025-04-23 | Interest | 33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2025-02-07 | 2025-04-11 | Completed | 33% | $43.80 | $43.69 | -0.27% | Signal |
| 2024-10-25 | 2025-02-26 | Interest | 34% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-12-10 | 2024-12-31 | Completed | 33% | $44.10 | $43.46 | -1.45% | Signal |
| 2024-07-29 | 2024-12-26 | Completed | 33% | $43.07 | $43.15 | 0.18% | Signal |
| 2024-10-14 | 2024-12-10 | Interest | 33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2024-06-06 | 2024-10-25 | Completed | 34% | $42.35 | $43.73 | 3.25% | Signal |
| 2024-05-20 | 2024-10-14 | Completed | 33% | $41.87 | $43.81 | 4.63% | Signal |
| 2024-05-16 | 2024-07-29 | Interest | 33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2024-04-12 | 2024-06-06 | Interest | 34% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2024-04-10 | 2024-05-20 | Interest | 33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2024-01-16 | 2024-05-16 | Completed | 33% | $41.90 | $42.09 | 0.45% | Signal |
| 2024-04-10 | 2024-04-12 | Completed | 34% | $41.49 | $41.38 | -0.26% | Signal |
| 2024-03-21 | 2024-04-10 | Completed | 33% | $41.88 | $41.49 | -0.94% | Signal |
| 2024-02-22 | 2024-04-10 | Interest | 34% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2024-01-30 | 2024-03-21 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2023-11-30 | 2024-02-22 | Completed | 34% | $40.53 | $41.41 | 2.19% | Signal |
| 2023-11-15 | 2024-01-30 | Completed | 33% | $39.79 | $41.92 | 5.35% | Signal |
| 2023-07-17 | 2024-01-16 | Interest | 33% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2023-05-30 | 2023-11-30 | Interest | 34% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2023-05-10 | 2023-11-15 | Interest | 33% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2023-02-13 | 2023-07-17 | Completed | 33% | $40.20 | $40.67 | 1.18% | Signal |
| 2023-04-11 | 2023-05-30 | Completed | 34% | $40.96 | $40.35 | -1.50% | Signal |
| 2023-03-27 | 2023-05-10 | Completed | 33% | $40.70 | $40.96 | 0.64% | Signal |
| 2023-03-08 | 2023-04-11 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-02-24 | 2023-03-27 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2022-12-05 | 2023-03-08 | Completed | 34% | $39.92 | $39.74 | -0.46% | Signal |
| 2023-02-08 | 2023-02-24 | Completed | 33% | $40.44 | $39.71 | -1.80% | Signal |
| 2021-11-29 | 2023-02-13 | Interest | 33% | $1.00 | $1.03 | 3.49% | Interest Income |
| 2023-01-17 | 2023-02-08 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-21 | 2023-01-17 | Completed | 33% | $39.15 | $40.47 | 3.39% | Signal |
| 2022-09-13 | 2022-12-05 | Interest | 34% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2022-08-31 | 2022-11-21 | Interest | 33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2022-08-03 | 2022-09-13 | Completed | 34% | $41.12 | $39.85 | -3.10% | Signal |
| 2022-07-21 | 2022-08-31 | Completed | 33% | $40.61 | $40.41 | -0.49% | Signal |
| 2021-12-22 | 2022-08-03 | Interest | 34% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2022-01-10 | 2022-07-21 | Interest | 33% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2021-12-28 | 2022-01-10 | Completed | 33% | $45.19 | $44.42 | -1.70% | Signal |
| 2021-12-03 | 2021-12-28 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-12-10 | 2021-12-22 | Completed | 34% | $45.28 | $45.15 | -0.28% | Signal |
| 2021-10-01 | 2021-12-10 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2021-11-12 | 2021-12-03 | Completed | 33% | $44.94 | $45.04 | 0.24% | Signal |
| 2021-07-27 | 2021-11-29 | Completed | 33% | $45.18 | $44.88 | -0.66% | Signal |
| 2021-10-04 | 2021-11-12 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-09-21 | 2021-10-04 | Completed | 33% | $45.39 | $45.01 | -0.83% | Signal |
| 2021-05-07 | 2021-10-01 | Completed | 34% | $44.59 | $44.96 | 0.82% | Signal |
| 2021-08-27 | 2021-09-21 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-06-23 | 2021-08-27 | Completed | 33% | $44.64 | $45.19 | 1.24% | Signal |
| 2021-06-16 | 2021-07-27 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-06-01 | 2021-06-23 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-06-14 | 2021-06-16 | Completed | 33% | $44.69 | $44.74 | 0.11% | Signal |
| 2021-03-18 | 2021-06-14 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2021-04-19 | 2021-06-01 | Completed | 33% | $44.37 | $44.47 | 0.23% | Signal |
| 2021-02-08 | 2021-05-07 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2021-01-21 | 2021-04-19 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2020-04-16 | 2021-03-18 | Completed | 33% | $44.61 | $43.87 | -1.67% | Signal |
| 2020-11-20 | 2021-02-08 | Completed | 34% | $44.98 | $45.03 | 0.11% | Signal |
| 2020-11-06 | 2021-01-21 | Completed | 33% | $44.67 | $45.10 | 0.97% | Signal |
| 2020-09-21 | 2020-11-20 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-10-08 | 2020-11-06 | Interest | 33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-09-29 | 2020-10-08 | Completed | 33% | $44.65 | $44.56 | -0.20% | Signal |
| 2020-08-31 | 2020-09-29 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-05-14 | 2020-09-21 | Completed | 34% | $43.45 | $44.68 | 2.82% | Signal |
| 2020-04-16 | 2020-08-31 | Completed | 33% | $44.61 | $44.64 | 0.05% | Signal |
| 2020-04-22 | 2020-05-14 | Interest | 34% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-14 | 2020-04-22 | Completed | 34% | $43.23 | $43.51 | 0.64% | Signal |
| 2020-03-24 | 2020-04-16 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-20 | 2020-04-16 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-20 | 2020-04-14 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-09-20 | 2020-03-24 | Completed | 33% | $41.18 | $40.93 | -0.62% | Stop |
| 2019-12-26 | 2020-03-20 | Completed | 34% | $41.56 | $41.89 | 0.79% | Stop |
| 2019-12-06 | 2020-03-20 | Completed | 33% | $41.47 | $41.89 | 1.00% | Stop |
| 2019-11-08 | 2019-12-26 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-11-04 | 2019-12-06 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-09-20 | 2019-11-08 | Completed | 34% | $41.18 | $41.15 | -0.09% | Signal |
| 2019-10-21 | 2019-11-04 | Completed | 33% | $41.38 | $41.45 | 0.17% | Signal |
| 2019-09-27 | 2019-10-21 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-09-20 | 2019-09-27 | Completed | 33% | $41.18 | $41.56 | 0.91% | Signal |
| 2019-09-18 | 2019-09-20 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2019-09-18 | 2019-09-20 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2019-09-18 | 2019-09-20 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
