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 | 4.91% | 4.91% | 2.66% | 1.16% | 2.64% | 1.20% |
| Sharpe Ratio | 1.25 | 1.25 | 0.95 | 0.22 | 0.94 | 0.23 |
| Max Drawdown | -2.64% | -2.64% | -4.55% | -16.67% | -4.55% | -16.67% |
| % Time Invested | 100.0% | 100.0% | 47.2% | 100.0% | 48.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-09-24 | Open | Open | 100% | $44.61 | $46.95 | 5.24% | Mark-to-Market |
| 2024-08-07 | 2024-09-24 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $44.08 | $43.59 | -1.11% | Signal |
| 2022-01-31 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 9.52% | Interest Income |
| 2021-03-05 | 2022-01-31 | Completed | 100% | $44.18 | $44.12 | -0.12% | Signal |
| 2021-03-03 | 2021-03-05 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
