JEPI
JPMORGAN EQUITY PREMIUM INCOME ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
JEPI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.79% | 12.38% | 5.53% | 8.08% | 7.03% | 9.00% |
| Sharpe Ratio | 1.19 | 1.47 | 0.83 | 0.70 | 0.93 | 0.78 |
| Max Drawdown | -6.68% | -6.68% | -8.86% | -13.71% | -8.86% | -13.26% |
| % Time Invested | 100.0% | 100.0% | 79.0% | 100.0% | 99.9% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.2 | 0.0 | 2.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-22 | Open | Open | 34% | $55.25 | $57.12 | 3.38% | Mark-to-Market |
| 2025-07-25 | Open | Open | 33% | $53.99 | $57.12 | 5.80% | Mark-to-Market |
| 2023-10-12 | Open | Open | 33% | $44.19 | $57.12 | 29.26% | Mark-to-Market |
| 2025-06-04 | 2025-10-22 | Interest | 34% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2025-06-11 | 2025-07-25 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2025-06-09 | 2025-06-11 | Completed | 33% | $52.55 | $52.69 | 0.27% | Signal |
| 2025-05-05 | 2025-06-09 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-05-01 | 2025-06-04 | Completed | 34% | $51.50 | $52.33 | 1.61% | Signal |
| 2025-05-01 | 2025-05-05 | Completed | 33% | $51.50 | $51.60 | 0.20% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-10 | 2025-05-01 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2023-03-24 | 2025-04-08 | Completed | 34% | $41.37 | $49.02 | 18.50% | Stop |
| 2024-01-17 | 2025-03-10 | Completed | 33% | $46.10 | $52.63 | 14.19% | Signal |
| 2023-10-31 | 2024-01-17 | Interest | 33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2023-06-02 | 2023-10-31 | Completed | 33% | $43.33 | $42.90 | -0.98% | Signal |
| 2023-07-27 | 2023-10-12 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2023-07-25 | 2023-07-27 | Completed | 33% | $45.04 | $45.11 | 0.14% | Signal |
| 2023-04-05 | 2023-07-25 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2023-05-04 | 2023-06-02 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-01-03 | 2023-05-04 | Completed | 33% | $42.20 | $43.26 | 2.53% | Signal |
| 2023-04-03 | 2023-04-05 | Completed | 33% | $42.79 | $42.75 | -0.09% | Signal |
| 2023-01-17 | 2023-04-03 | Interest | 33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2022-06-17 | 2023-03-24 | Interest | 34% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2022-05-16 | 2023-01-17 | Completed | 33% | $40.59 | $42.96 | 5.85% | Signal |
| 2022-05-12 | 2023-01-03 | Interest | 33% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2022-05-16 | 2022-06-17 | Completed | 34% | $40.59 | $38.04 | -6.28% | Signal |
| 2022-05-12 | 2022-05-16 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-05-12 | 2022-05-16 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
