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% | 2.62% | 1.16% | 2.52% | 1.20% |
| Sharpe Ratio | 1.25 | 1.25 | 0.66 | 0.22 | 0.64 | 0.23 |
| Max Drawdown | -2.64% | -2.64% | -4.53% | -16.67% | -4.53% | -16.67% |
| % Time Invested | 100.0% | 100.0% | 68.6% | 100.0% | 67.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-01-03 | Open | Open | 100% | $41.74 | $46.95 | 12.48% | Mark-to-Market |
| 2023-09-01 | 2024-01-03 | Interest | 100% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2023-02-03 | 2023-09-01 | Completed | 100% | $40.88 | $40.34 | -1.31% | Signal |
| 2022-01-27 | 2023-02-03 | Interest | 100% | $1.00 | $1.03 | 3.13% | Interest Income |
| 2021-07-20 | 2022-01-27 | Completed | 100% | $45.33 | $44.22 | -2.43% | Signal |
| 2021-06-16 | 2021-07-20 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-06-14 | 2021-06-16 | Completed | 100% | $44.69 | $44.74 | 0.11% | Signal |
| 2021-03-24 | 2021-06-14 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2021-03-05 | 2021-03-24 | Completed | 100% | $44.18 | $44.06 | -0.28% | Signal |
| 2021-03-03 | 2021-03-05 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
