JPM
JPMorgan Chase & Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
JPM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 28.87% | 28.90% | 3.94% | 17.73% | 8.28% | 20.37% | 5.51% | 12.96% |
| Sharpe Ratio | 1.24 | 1.21 | 0.19 | 0.67 | 0.38 | 0.68 | 0.27 | 0.34 |
| Max Drawdown | -14.66% | -15.47% | -48.89% | -38.77% | -54.77% | -43.63% | -55.61% | -74.02% |
| % Time Invested | 92.9% | 100.0% | 72.2% | 100.0% | 77.9% | 100.0% | 59.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.8 | 0.0 | 1.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-31 | Open | Open | 100% | $287.00 | $309.25 | 7.75% | Mark-to-Market |
| 2026-03-09 | 2026-03-31 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-01 | 2026-03-09 | Completed | 100% | $238.21 | $284.05 | 19.24% | Stop |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 100% | $235.54 | $219.26 | -6.91% | Stop |
| 2025-03-11 | 2025-04-02 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-18 | 2025-03-11 | Completed | 100% | $139.32 | $225.94 | 62.17% | Stop |
| 2023-07-24 | 2023-09-18 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2023-07-18 | 2023-07-24 | Completed | 100% | $144.23 | $145.73 | 1.04% | Signal |
| 2023-01-09 | 2023-07-18 | Interest | 100% | $1.00 | $1.02 | 1.86% | Interest Income |
| 2023-01-05 | 2023-01-09 | Completed | 100% | $125.71 | $128.44 | 2.17% | Signal |
| 2022-09-28 | 2023-01-05 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2022-07-13 | 2022-09-28 | Completed | 100% | $101.88 | $96.60 | -5.19% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-05-24 | 2022-06-17 | Completed | 100% | $112.39 | $102.61 | -8.70% | Stop |
| 2022-05-02 | 2022-05-24 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-30 | 2022-05-02 | Completed | 100% | $127.29 | $108.34 | -14.89% | Stop |
| 2022-03-08 | 2022-03-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-02-15 | 2022-03-08 | Completed | 100% | $138.61 | $116.30 | -16.10% | Stop |
| 2022-01-24 | 2022-02-15 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-04-09 | 2022-01-24 | Completed | 100% | $137.32 | $127.63 | -7.05% | Stop |
| 2021-02-26 | 2021-04-09 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-02-24 | 2021-02-26 | Completed | 100% | $131.52 | $131.68 | 0.13% | Signal |
| 2021-01-19 | 2021-02-24 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-01-14 | 2021-01-19 | Completed | 100% | $123.09 | $122.54 | -0.45% | Signal |
| 2020-12-02 | 2021-01-14 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-07-22 | 2020-12-02 | Completed | 100% | $85.89 | $104.12 | 21.24% | Signal |
| 2020-06-29 | 2020-07-22 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-06-09 | 2020-06-29 | Completed | 100% | $94.45 | $79.72 | -15.59% | Stop |
| 2020-05-15 | 2020-06-09 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-27 | 2020-05-15 | Completed | 100% | $78.48 | $74.13 | -5.54% | Stop |
| 2020-04-02 | 2020-04-27 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-24 | 2020-04-02 | Completed | 100% | $71.72 | $70.55 | -1.64% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-20 | 2020-03-02 | Completed | 100% | $109.37 | $98.53 | -9.92% | Stop |
| 2019-09-19 | 2019-11-20 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2019-01-04 | 2019-09-19 | Completed | 100% | $81.33 | $99.68 | 22.56% | Signal |
| 2018-12-11 | 2019-01-04 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-02-08 | 2018-12-11 | Completed | 100% | $43.13 | $83.95 | 94.64% | Stop |
| 2016-01-14 | 2016-02-08 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-14 | Completed | 100% | $48.12 | $44.25 | -8.06% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-12-10 | 2015-08-25 | Completed | 100% | $29.65 | $47.34 | 59.68% | Stop |
| 2011-04-13 | 2012-12-10 | Interest | 100% | $1.00 | $1.04 | 3.52% | Interest Income |
| 2010-06-01 | 2011-04-13 | Completed | 100% | $25.98 | $31.50 | 21.25% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-02-02 | 2010-05-07 | Completed | 100% | $26.27 | $27.11 | 3.21% | Stop |
| 2008-03-07 | 2010-02-02 | Interest | 100% | $1.00 | $1.07 | 6.68% | Interest Income |
| 2008-02-14 | 2008-03-07 | Completed | 100% | $27.80 | $23.28 | -16.25% | Stop |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-12-14 | 2008-01-23 | Completed | 100% | $28.30 | $25.50 | -9.91% | Stop |
| 2007-11-21 | 2007-12-14 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-17 | 2007-11-21 | Completed | 100% | $29.84 | $25.53 | -14.43% | Stop |
| 2007-07-26 | 2007-08-17 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-07-10 | 2007-07-26 | Completed | 100% | $25.64 | $27.49 | 7.21% | Stop |
| 2006-06-15 | 2006-07-10 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-05-01 | 2006-06-15 | Completed | 100% | $27.13 | $23.98 | -11.64% | Stop |
| 2005-12-21 | 2006-05-01 | Interest | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2005-12-19 | 2005-12-21 | Completed | 100% | $23.35 | $23.32 | -0.13% | Signal |
| 2005-07-19 | 2005-12-19 | Interest | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2005-04-27 | 2005-07-19 | Completed | 100% | $20.23 | $20.67 | 2.21% | Signal |
| 2005-04-05 | 2005-04-27 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-06-03 | 2005-04-05 | Completed | 100% | $20.66 | $19.60 | -5.13% | Stop |
| 2004-05-11 | 2004-06-03 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-10-20 | 2004-05-11 | Completed | 100% | $19.76 | $19.97 | 1.05% | Stop |
| 2000-10-12 | 2003-10-20 | Interest | 100% | $1.00 | $1.15 | 14.55% | Interest Income |
| 2000-10-10 | 2000-10-12 | Completed | 100% | $20.23 | $19.30 | -4.61% | Signal |
| 2000-09-18 | 2000-10-10 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-07-12 | 2000-09-18 | Completed | 100% | $24.69 | $23.46 | -4.96% | Stop |
| 2000-06-19 | 2000-07-12 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-04-28 | 2000-06-19 | Completed | 100% | $23.48 | $21.52 | -8.33% | Stop |
| 2000-04-05 | 2000-04-28 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-01-12 | 2000-04-05 | Completed | 100% | $21.92 | $26.64 | 21.53% | Stop |
| 1999-12-20 | 2000-01-12 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1999-11-05 | 1999-12-20 | Completed | 100% | $26.94 | $22.95 | -14.80% | Stop |
| 1999-10-14 | 1999-11-05 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1999-09-02 | 1999-10-14 | Completed | 100% | $25.16 | $22.25 | -11.57% | Stop |
| 1999-08-11 | 1999-09-02 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-18 | 1999-08-11 | Completed | 100% | $24.65 | $23.37 | -5.20% | Stop |
| 1999-05-26 | 1999-06-18 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1998-10-05 | 1999-05-26 | Completed | 100% | $12.79 | $22.77 | 77.99% | Stop |
| 1998-09-11 | 1998-10-05 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-03 | 1998-09-11 | Completed | 100% | $15.49 | $12.42 | -19.85% | Stop |
| 1998-08-12 | 1998-09-03 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-02-05 | 1998-08-12 | Completed | 100% | $17.29 | $20.33 | 17.59% | Stop |
| 1998-01-13 | 1998-02-05 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-12-08 | 1998-01-13 | Completed | 100% | $17.58 | $15.56 | -11.51% | Stop |
| 1997-11-13 | 1997-12-08 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-04-23 | 1997-11-13 | Completed | 100% | $12.93 | $15.77 | 21.98% | Stop |
| 1997-04-01 | 1997-04-23 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-02-02 | 1997-04-01 | Completed | 100% | $9.39 | $13.65 | 45.38% | Stop |
| 1996-01-11 | 1996-02-02 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1995-11-20 | 1996-01-11 | Completed | 100% | $8.35 | $7.81 | -6.44% | Stop |
| 1995-10-27 | 1995-11-20 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1995-07-25 | 1995-10-27 | Completed | 100% | $7.30 | $7.96 | 9.11% | Stop |
| 1994-09-02 | 1995-07-25 | Interest | 100% | $1.00 | $1.06 | 6.41% | Interest Income |
| 1994-04-26 | 1994-09-02 | Completed | 100% | $4.73 | $5.20 | 9.87% | Signal |
| 1994-04-04 | 1994-04-26 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1993-11-29 | 1994-04-04 | Completed | 100% | $4.95 | $4.76 | -3.72% | Stop |
| 1993-11-04 | 1993-11-29 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1993-05-19 | 1993-11-04 | Completed | 100% | $4.68 | $5.23 | 11.66% | Stop |
| 1993-04-27 | 1993-05-19 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1992-09-02 | 1993-04-27 | Completed | 100% | $4.19 | $4.78 | 14.08% | Stop |
| 1992-08-11 | 1992-09-02 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 1992-05-04 | 1992-08-11 | Completed | 100% | $4.46 | $4.11 | -7.97% | Stop |
| 1992-04-09 | 1992-05-04 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1992-01-07 | 1992-04-09 | Completed | 100% | $2.99 | $3.72 | 24.31% | Stop |
| 1991-12-12 | 1992-01-07 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1991-11-26 | 1991-12-12 | Completed | 100% | $2.73 | $2.32 | -15.06% | Stop |
| 1990-05-24 | 1991-11-26 | Interest | 100% | $1.00 | $1.13 | 12.66% | Interest Income |
| 1990-04-25 | 1990-05-24 | Completed | 100% | $2.62 | $2.95 | 12.50% | Signal |
| 1990-04-02 | 1990-04-25 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1990-02-15 | 1990-04-02 | Completed | 100% | $2.78 | $2.51 | -9.73% | Stop |
| 1990-01-24 | 1990-02-15 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-11-15 | 1990-01-24 | Completed | 100% | $3.35 | $2.90 | -13.36% | Stop |
| 1989-10-24 | 1989-11-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1989-03-23 | 1989-10-24 | Completed | 100% | $3.35 | $3.65 | 8.81% | Stop |
| 1988-08-10 | 1989-03-23 | Interest | 100% | $1.00 | $1.05 | 4.84% | Interest Income |
| 1988-08-08 | 1988-08-10 | Completed | 100% | $3.16 | $3.11 | -1.49% | Signal |
| 1988-06-03 | 1988-08-08 | Interest | 100% | $1.00 | $1.01 | 1.37% | Interest Income |
| 1988-05-31 | 1988-06-03 | Completed | 100% | $2.58 | $2.74 | 6.25% | Signal |
| 1987-06-29 | 1988-05-31 | Interest | 100% | $1.00 | $1.07 | 7.32% | Interest Income |
| 1987-05-08 | 1987-06-29 | Completed | 100% | $3.74 | $3.75 | 0.10% | Signal |
| 1987-04-15 | 1987-05-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-08-07 | 1987-04-15 | Completed | 100% | $3.76 | $3.47 | -7.70% | Stop |
| 1986-07-16 | 1986-08-07 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-02-18 | 1986-07-16 | Completed | 100% | $3.53 | $3.73 | 5.75% | Stop |
| 1986-01-24 | 1986-02-18 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-10-09 | 1986-01-24 | Completed | 100% | $2.88 | $3.30 | 14.42% | Stop |
| 1985-09-16 | 1985-10-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-04-17 | 1985-09-16 | Completed | 100% | $3.01 | $2.80 | -7.18% | Stop |
| 1984-09-19 | 1985-04-17 | Interest | 100% | $1.00 | $1.04 | 4.49% | Interest Income |
| 1984-09-17 | 1984-09-19 | Completed | 100% | $2.28 | $2.26 | -0.80% | Signal |
| 1984-07-19 | 1984-09-17 | Interest | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 1984-06-15 | 1984-07-19 | Completed | 100% | $1.71 | $1.87 | 9.38% | Signal |
| 1984-05-23 | 1984-06-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-05-03 | 1984-05-23 | Completed | 100% | $2.29 | $1.97 | -14.07% | Stop |
| 1984-04-10 | 1984-05-03 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-10-10 | 1984-04-10 | Completed | 100% | $1.98 | $2.00 | 1.01% | Stop |
| 1983-09-16 | 1983-10-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-07-22 | 1983-09-16 | Completed | 100% | $2.31 | $1.99 | -13.79% | Stop |
| 1983-06-29 | 1983-07-22 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-04-20 | 1983-06-29 | Completed | 100% | $2.47 | $2.09 | -15.24% | Stop |
| 1982-08-10 | 1983-04-20 | Interest | 100% | $1.00 | $1.05 | 5.48% | Interest Income |
| 1982-07-30 | 1982-08-10 | Completed | 100% | $1.26 | $1.32 | 4.98% | Signal |
| 1982-07-08 | 1982-07-30 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-05-28 | 1982-07-08 | Completed | 100% | $1.46 | $1.26 | -13.28% | Stop |
| 1982-05-26 | 1982-05-28 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
