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 | 8.54% | 12.38% | 5.38% | 8.08% | 6.83% | 9.00% |
| Sharpe Ratio | 1.10 | 1.47 | 0.69 | 0.70 | 0.78 | 0.78 |
| Max Drawdown | -6.68% | -6.68% | -11.88% | -13.71% | -11.88% | -13.26% |
| % Time Invested | 80.6% | 100.0% | 63.4% | 100.0% | 80.2% | 100.0% |
| Trades / Year | 2.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-07-16 | Open | Open | 100% | $53.31 | $57.12 | 7.15% | Mark-to-Market |
| 2025-06-11 | 2025-07-16 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-09 | 2025-06-11 | Completed | 100% | $52.55 | $52.69 | 0.27% | Signal |
| 2025-05-05 | 2025-06-09 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 100% | $51.50 | $51.60 | 0.20% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-12-20 | 2025-04-08 | Completed | 100% | $41.56 | $49.02 | 17.97% | Stop |
| 2022-06-10 | 2022-12-20 | Interest | 100% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2022-05-16 | 2022-06-10 | Completed | 100% | $40.59 | $40.36 | -0.55% | Signal |
| 2022-05-12 | 2022-05-16 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
