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 | 20.02% | 28.90% | 14.49% | 17.73% | 18.54% | 20.37% | 8.19% | 12.96% |
| Sharpe Ratio | 0.93 | 1.21 | 0.68 | 0.67 | 0.89 | 0.68 | 0.40 | 0.34 |
| Max Drawdown | -14.66% | -15.47% | -27.31% | -38.77% | -27.31% | -43.63% | -62.59% | -74.02% |
| % Time Invested | 84.5% | 100.0% | 77.1% | 100.0% | 76.5% | 100.0% | 60.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 1.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-09 | Open | Interest | 100% | $1.00 | $1.00 | 0.62% | Mark-to-Market |
| 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 |
| 2022-12-05 | 2025-03-11 | Completed | 100% | $123.48 | $225.94 | 82.97% | Stop |
| 2022-01-24 | 2022-12-05 | Interest | 100% | $1.00 | $1.03 | 2.57% | Interest Income |
| 2020-11-12 | 2022-01-24 | Completed | 100% | $97.89 | $127.63 | 30.39% | Stop |
| 2020-03-30 | 2020-11-12 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2020-03-24 | 2020-03-30 | Completed | 100% | $71.72 | $76.58 | 6.77% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-05-07 | 2020-03-02 | Completed | 100% | $94.29 | $98.53 | 4.50% | Stop |
| 2018-11-26 | 2019-05-07 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2016-05-27 | 2018-11-26 | Completed | 100% | $49.98 | $87.68 | 75.44% | Signal |
| 2016-01-14 | 2016-05-27 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2015-12-02 | 2016-01-14 | Completed | 100% | $51.26 | $44.25 | -13.68% | Stop |
| 2015-10-22 | 2015-12-02 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2015-09-17 | 2015-10-22 | Completed | 100% | $48.12 | $47.17 | -1.98% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-09-26 | 2015-08-25 | Completed | 100% | $27.78 | $47.34 | 70.43% | Stop |
| 2012-07-10 | 2012-09-26 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2012-06-06 | 2012-07-10 | Completed | 100% | $22.44 | $23.68 | 5.49% | Signal |
| 2012-05-14 | 2012-06-06 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-02-27 | 2012-05-14 | Completed | 100% | $25.95 | $24.77 | -4.55% | Stop |
| 2011-07-11 | 2012-02-27 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2011-06-29 | 2011-07-11 | Completed | 100% | $26.70 | $26.96 | 0.99% | Signal |
| 2011-06-07 | 2011-06-29 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2011-01-07 | 2011-06-07 | Completed | 100% | $29.54 | $27.29 | -7.63% | Stop |
| 2010-06-09 | 2011-01-07 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2010-06-01 | 2010-06-09 | Completed | 100% | $25.98 | $25.21 | -2.98% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-03 | 2010-05-07 | Completed | 100% | $27.49 | $27.11 | -1.38% | Stop |
| 2010-02-08 | 2010-03-03 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-01-14 | 2010-02-08 | Completed | 100% | $29.17 | $25.27 | -13.37% | Stop |
| 2009-12-21 | 2010-01-14 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2009-05-29 | 2009-12-21 | Completed | 100% | $23.90 | $27.39 | 14.61% | Stop |
| 2008-06-09 | 2009-05-29 | Interest | 100% | $1.00 | $1.03 | 3.22% | Interest Income |
| 2008-05-13 | 2008-06-09 | Completed | 100% | $29.93 | $25.65 | -14.29% | Stop |
| 2007-07-26 | 2008-05-13 | Interest | 100% | $1.00 | $1.03 | 3.24% | 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 |
| 2005-11-15 | 2006-06-15 | Completed | 100% | $22.36 | $23.98 | 7.24% | Stop |
| 2005-03-10 | 2005-11-15 | Interest | 100% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2004-09-23 | 2005-03-10 | Completed | 100% | $22.31 | $20.83 | -6.64% | Signal |
| 2004-06-25 | 2004-09-23 | Interest | 100% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2004-06-03 | 2004-06-25 | Completed | 100% | $20.66 | $21.01 | 1.70% | Signal |
| 2004-05-11 | 2004-06-03 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-04-15 | 2004-05-11 | Completed | 100% | $14.21 | $19.97 | 40.53% | Stop |
| 2002-07-11 | 2003-04-15 | Interest | 100% | $1.00 | $1.03 | 3.06% | Interest Income |
| 2002-07-02 | 2002-07-11 | Completed | 100% | $15.88 | $15.36 | -3.29% | Signal |
| 2002-06-10 | 2002-07-02 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2002-05-22 | 2002-06-10 | Completed | 100% | $19.00 | $17.04 | -10.31% | Stop |
| 2001-07-12 | 2002-05-22 | Interest | 100% | $1.00 | $1.04 | 4.19% | Interest Income |
| 2001-06-04 | 2001-07-12 | Completed | 100% | $23.81 | $20.89 | -12.27% | Stop |
| 2001-04-17 | 2001-06-04 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2001-04-06 | 2001-04-17 | Completed | 100% | $20.32 | $22.00 | 8.29% | Signal |
| 2001-03-15 | 2001-04-06 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-02-08 | 2001-03-15 | Completed | 100% | $25.35 | $21.75 | -14.20% | Stop |
| 2000-09-18 | 2001-02-08 | Interest | 100% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2000-09-08 | 2000-09-18 | Completed | 100% | $27.16 | $23.46 | -13.63% | Stop |
| 2000-06-08 | 2000-09-08 | Interest | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2000-04-28 | 2000-06-08 | Completed | 100% | $23.48 | $24.56 | 4.63% | Signal |
| 2000-04-05 | 2000-04-28 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-03-20 | 2000-04-05 | Completed | 100% | $28.31 | $26.64 | -5.90% | Stop |
| 2000-01-11 | 2000-03-20 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 1999-12-29 | 2000-01-11 | Completed | 100% | $24.14 | $22.02 | -8.80% | Signal |
| 1999-10-08 | 1999-12-29 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 1999-09-02 | 1999-10-08 | Completed | 100% | $25.16 | $23.32 | -7.29% | Signal |
| 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 |
| 1999-01-08 | 1999-05-26 | Completed | 100% | $23.60 | $22.77 | -3.51% | Stop |
| 1998-09-11 | 1999-01-08 | Interest | 100% | $1.00 | $1.01 | 1.50% | 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 |
| 1995-01-20 | 1995-10-27 | Completed | 100% | $5.15 | $7.96 | 54.45% | Stop |
| 1994-10-13 | 1995-01-20 | Interest | 100% | $1.00 | $1.02 | 2.06% | Interest Income |
| 1994-07-21 | 1994-10-13 | Completed | 100% | $5.06 | $5.09 | 0.58% | Signal |
| 1993-12-20 | 1994-07-21 | Interest | 100% | $1.00 | $1.04 | 3.80% | Interest Income |
| 1993-11-29 | 1993-12-20 | Completed | 100% | $4.95 | $5.18 | 4.62% | Signal |
| 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 |
| 1992-12-10 | 1993-04-27 | Completed | 100% | $4.62 | $4.78 | 3.34% | Stop |
| 1992-11-17 | 1992-12-10 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1992-11-13 | 1992-11-17 | Completed | 100% | $4.65 | $4.61 | -1.02% | Signal |
| 1992-10-06 | 1992-11-13 | Interest | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 1992-09-02 | 1992-10-06 | Completed | 100% | $4.19 | $4.02 | -3.97% | Signal |
| 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 |
| 1992-01-27 | 1992-04-09 | Completed | 100% | $3.50 | $3.72 | 6.24% | Stop |
| 1992-01-03 | 1992-01-27 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1991-12-23 | 1992-01-03 | Completed | 100% | $2.47 | $2.93 | 18.75% | Signal |
| 1991-11-29 | 1991-12-23 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 1991-10-25 | 1991-11-29 | Completed | 100% | $2.90 | $2.60 | -10.47% | Stop |
| 1991-10-03 | 1991-10-25 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-06-07 | 1991-10-03 | Completed | 100% | $2.77 | $2.95 | 6.39% | Stop |
| 1991-05-15 | 1991-06-07 | Interest | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 1991-04-08 | 1991-05-15 | Completed | 100% | $2.28 | $2.20 | -3.27% | Stop |
| 1989-12-08 | 1991-04-08 | Interest | 100% | $1.00 | $1.11 | 11.31% | Interest Income |
| 1989-11-15 | 1989-12-08 | Completed | 100% | $3.35 | $3.35 | -0.00% | Signal |
| 1989-10-24 | 1989-11-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-06-27 | 1989-10-24 | Completed | 100% | $2.91 | $3.65 | 25.37% | Stop |
| 1988-06-03 | 1988-06-27 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1988-05-31 | 1988-06-03 | Completed | 100% | $2.58 | $2.74 | 6.25% | Signal |
| 1987-04-15 | 1988-05-31 | Interest | 100% | $1.00 | $1.09 | 8.99% | Interest Income |
| 1987-02-19 | 1987-04-15 | Completed | 100% | $4.02 | $3.47 | -13.75% | Stop |
| 1987-01-15 | 1987-02-19 | Interest | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 1987-01-13 | 1987-01-15 | Completed | 100% | $3.82 | $3.80 | -0.54% | Signal |
| 1986-09-09 | 1987-01-13 | Interest | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1986-08-07 | 1986-09-09 | Completed | 100% | $3.76 | $3.76 | 0.06% | Signal |
| 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 |
| 1985-12-06 | 1986-01-24 | Completed | 100% | $3.40 | $3.30 | -2.91% | Stop |
| 1985-10-15 | 1985-12-06 | Interest | 100% | $1.00 | $1.01 | 1.13% | Interest Income |
| 1985-10-10 | 1985-10-15 | Completed | 100% | $2.94 | $3.02 | 2.64% | Signal |
| 1985-09-16 | 1985-10-10 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1984-10-11 | 1985-09-16 | Completed | 100% | $2.07 | $2.80 | 35.35% | Stop |
| 1984-09-19 | 1984-10-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-09-17 | 1984-09-19 | Completed | 100% | $2.28 | $2.26 | -0.80% | Signal |
| 1984-05-23 | 1984-09-17 | Interest | 100% | $1.00 | $1.02 | 2.46% | 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 |
| 1984-02-15 | 1984-04-10 | Completed | 100% | $2.26 | $2.00 | -11.49% | Stop |
| 1983-09-16 | 1984-02-15 | Interest | 100% | $1.00 | $1.03 | 3.23% | 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 |
| 1983-01-10 | 1983-06-29 | Completed | 100% | $1.83 | $2.09 | 13.98% | Stop |
| 1982-12-16 | 1983-01-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-10-14 | 1982-12-16 | Completed | 100% | $1.79 | $1.82 | 1.27% | Stop |
| 1982-05-26 | 1982-10-14 | Interest | 100% | $1.00 | $1.03 | 2.98% | Interest Income |
Return Distribution Analysis
