JPMorgan Nasdaq Equity Premium Income ETF
Provider: JP
| Annualised Return | 18.26% |
| Realised Volatility | 14.89% |
| Downside Volatility | 9.66% |
| Max Drawdown | -13.53% |
| Winning months | 65.63% |
| Sharpe Ratio | 1.23 |
| Sortino Ratio | 1.89 |
| Calmar Ratio | 1.35 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3% | 4.31% | 2.51% | -3.29% | 5% | 3.27% | -2.47% | 1.48% | 2.63% | 0.37% | 5.55% | 2.05% | 26.84% |
| 2023 | 6.25% | -0.74% | 6.96% | 2.54% | 4.34% | 3.15% | 2.97% | -0.13% | -3.34% | -0.76% | 7.73% | 3% | 36.26% |
| 2022 | -1.36% | -6.25% | 8.21% | -5.13% | -8.85% | 4.48% | 5.14% | -6.09% | -10.73% |