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 | 8.23% | 12.38% | 4.50% | 8.08% | 5.92% | 9.47% |
| Sharpe Ratio | 1.28 | 1.47 | 0.70 | 0.70 | 0.90 | 0.83 |
| Max Drawdown | -5.15% | -6.68% | -9.72% | -13.71% | -9.72% | -13.71% |
| % Time Invested | 100.0% | 100.0% | 94.7% | 100.0% | 95.0% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 7.6 | 0.0 | 7.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-13 | Open | Open | 33% | $57.45 | $57.12 | -0.57% | Mark-to-Market |
| 2025-07-25 | Open | Open | 33% | $53.99 | $57.12 | 5.80% | Mark-to-Market |
| 2026-04-07 | Open | Interest | 34% | $1.00 | $1.00 | 0.28% | Mark-to-Market |
| 2026-03-11 | 2026-04-13 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-06-09 | 2026-04-07 | Completed | 34% | $52.55 | $56.60 | 7.71% | Signal |
| 2025-12-04 | 2026-03-11 | Completed | 33% | $56.01 | $57.78 | 3.16% | Signal |
| 2025-11-11 | 2025-12-04 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-10-21 | 2025-11-11 | Completed | 33% | $55.02 | $54.90 | -0.23% | Signal |
| 2025-09-29 | 2025-10-21 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-08-28 | 2025-09-29 | Completed | 33% | $54.34 | $54.53 | 0.35% | Signal |
| 2025-08-06 | 2025-08-28 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-25 | 2025-08-06 | Completed | 33% | $50.44 | $53.11 | 5.29% | Signal |
| 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 | 34% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-05-05 | 2025-06-09 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $51.50 | $51.60 | 0.20% | Signal |
| 2025-05-01 | 2025-05-05 | Completed | 33% | $51.50 | $51.60 | 0.20% | Signal |
| 2025-04-02 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2025-03-10 | 2025-05-01 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2025-03-07 | 2025-04-25 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2025-02-28 | 2025-04-02 | Completed | 34% | $53.47 | $51.87 | -2.99% | Signal |
| 2024-01-16 | 2025-03-10 | Completed | 33% | $46.36 | $52.63 | 13.52% | Signal |
| 2025-01-22 | 2025-03-07 | Completed | 33% | $53.35 | $52.76 | -1.11% | Signal |
| 2025-01-14 | 2025-02-28 | Interest | 34% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2024-12-19 | 2025-01-22 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2024-06-14 | 2025-01-14 | Completed | 34% | $48.57 | $51.86 | 6.77% | Signal |
| 2024-11-26 | 2024-12-19 | Completed | 33% | $54.05 | $52.08 | -3.65% | Signal |
| 2024-11-04 | 2024-11-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-29 | 2024-11-04 | Completed | 33% | $51.07 | $52.10 | 2.00% | Signal |
| 2024-08-07 | 2024-08-29 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-06-28 | 2024-08-07 | Completed | 33% | $49.09 | $48.93 | -0.33% | Signal |
| 2024-06-05 | 2024-06-28 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-14 | 2024-06-14 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2024-05-08 | 2024-06-05 | Completed | 33% | $48.63 | $48.78 | 0.32% | Signal |
| 2023-12-08 | 2024-05-14 | Completed | 34% | $45.31 | $48.99 | 8.11% | Signal |
| 2024-04-15 | 2024-05-08 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-11-21 | 2024-04-15 | Completed | 33% | $44.89 | $48.26 | 7.51% | Signal |
| 2023-10-30 | 2024-01-16 | Interest | 33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2023-09-27 | 2023-12-08 | Interest | 34% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2023-10-30 | 2023-11-21 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-10-20 | 2023-10-30 | Completed | 33% | $43.59 | $42.54 | -2.41% | Signal |
| 2023-06-01 | 2023-10-30 | Completed | 33% | $43.09 | $42.54 | -1.28% | Signal |
| 2023-09-26 | 2023-10-20 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-04-28 | 2023-09-27 | Completed | 34% | $43.41 | $43.87 | 1.05% | Signal |
| 2023-09-07 | 2023-09-26 | Completed | 33% | $44.79 | $44.06 | -1.63% | Signal |
| 2023-08-15 | 2023-09-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-06-13 | 2023-08-15 | Completed | 33% | $43.75 | $44.98 | 2.81% | Signal |
| 2023-05-17 | 2023-06-13 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-05-05 | 2023-06-01 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-03-30 | 2023-05-17 | Completed | 33% | $42.46 | $43.36 | 2.11% | Signal |
| 2023-01-03 | 2023-05-05 | Completed | 33% | $42.20 | $43.30 | 2.62% | Signal |
| 2023-04-05 | 2023-04-28 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-03 | 2023-04-05 | Completed | 34% | $42.79 | $42.75 | -0.09% | Signal |
| 2023-03-01 | 2023-04-03 | Interest | 34% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-02-08 | 2023-03-30 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2022-11-23 | 2023-03-01 | Completed | 34% | $42.42 | $41.76 | -1.55% | Signal |
| 2023-01-17 | 2023-02-08 | Completed | 33% | $42.96 | $42.56 | -0.94% | Signal |
| 2022-12-21 | 2023-01-17 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-04-04 | 2023-01-03 | Interest | 33% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2022-10-25 | 2022-12-21 | Completed | 33% | $39.59 | $41.88 | 5.79% | Signal |
| 2022-10-03 | 2022-11-23 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2022-09-02 | 2022-10-25 | Interest | 33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-08-09 | 2022-10-03 | Completed | 34% | $41.72 | $38.18 | -8.47% | Signal |
| 2022-07-13 | 2022-09-02 | Completed | 33% | $39.77 | $40.97 | 3.02% | Signal |
| 2022-05-26 | 2022-08-09 | Interest | 34% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2022-06-17 | 2022-07-13 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-01 | 2022-06-17 | Completed | 33% | $41.39 | $38.04 | -8.10% | Stop |
| 2022-04-28 | 2022-06-01 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-04-12 | 2022-05-26 | Completed | 34% | $43.44 | $40.76 | -6.17% | Signal |
| 2022-03-21 | 2022-04-28 | Completed | 33% | $42.61 | $42.18 | -1.00% | Signal |
| 2022-02-18 | 2022-04-12 | Interest | 34% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2020-11-18 | 2022-04-04 | Completed | 33% | $35.08 | $43.12 | 22.90% | Signal |
| 2022-02-25 | 2022-03-21 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-02-14 | 2022-02-25 | Completed | 33% | $41.45 | $40.91 | -1.32% | Signal |
| 2021-11-18 | 2022-02-18 | Completed | 34% | $42.09 | $41.38 | -1.70% | Signal |
| 2022-01-21 | 2022-02-14 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-12-27 | 2022-01-21 | Completed | 33% | $43.09 | $41.68 | -3.27% | Signal |
| 2021-12-02 | 2021-12-27 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-10-18 | 2021-12-02 | Completed | 33% | $41.28 | $40.95 | -0.82% | Signal |
| 2021-10-13 | 2021-11-18 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2021-09-15 | 2021-10-18 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-11-18 | 2021-10-13 | Completed | 34% | $35.08 | $40.66 | 15.91% | Signal |
| 2021-03-15 | 2021-09-15 | Completed | 33% | $37.00 | $41.11 | 11.11% | Signal |
| 2021-02-09 | 2021-03-15 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-11-18 | 2021-02-09 | Completed | 33% | $35.08 | $36.24 | 3.31% | Signal |
| 2020-11-16 | 2020-11-18 | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-16 | 2020-11-18 | Interest | 34% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-16 | 2020-11-18 | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
Return Distribution Analysis
