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 | 10.95% | 12.38% | 6.00% | 8.08% | 7.62% | 9.00% |
| Sharpe Ratio | 1.30 | 1.47 | 0.67 | 0.70 | 0.76 | 0.78 |
| Max Drawdown | -6.68% | -6.68% | -11.88% | -13.71% | -11.88% | -13.26% |
| % Time Invested | 99.2% | 100.0% | 64.0% | 100.0% | 81.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 100% | $51.50 | $57.12 | 10.92% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-10-10 | 2025-04-08 | Completed | 100% | $43.82 | $49.02 | 11.87% | Stop |
| 2023-07-27 | 2023-10-10 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2023-07-25 | 2023-07-27 | Completed | 100% | $45.04 | $45.11 | 0.14% | Signal |
| 2023-04-05 | 2023-07-25 | Interest | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2023-04-03 | 2023-04-05 | Completed | 100% | $42.79 | $42.75 | -0.09% | Signal |
| 2023-01-27 | 2023-04-03 | Interest | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2022-05-16 | 2023-01-27 | Completed | 100% | $40.59 | $42.50 | 4.73% | Signal |
| 2022-05-12 | 2022-05-16 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
