JPMorgan BetaBuilders US Equity ETF
Provider: JP
| Annualised Return | 15.42% |
| Realised Volatility | 16.88% |
| Downside Volatility | 11.34% |
| Max Drawdown | -24.79% |
| Winning months | 65.85% |
| Sharpe Ratio | 0.91 |
| Sortino Ratio | 1.36 |
| Calmar Ratio | 0.62 |
| Viking Ratio | 0.34 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.98% | -1.53% | -5.82% | -0.64% | 6.48% | 5.15% | 2.35% | 1.96% | 3.61% | 2.4% | 0.1% | -0.23% | 17.48% |
| 2024 | 1.61% | 5.28% | 3.04% | -4.01% | 4.76% | 3.68% | 1.22% | 2.46% | 2.09% | -0.79% | 6.14% | -2.52% | 24.89% |
| 2023 | 6.43% | -2.39% | 3.58% | 1.32% | 0.82% | 6.5% | 3.56% | -1.71% | -4.67% | -2.27% | 9.43% | 4.7% | 27.2% |
| 2022 | -5.7% | -2.92% | 3.68% | -9.14% | -0.19% | -8.32% | 9.24% | -3.92% | -9.2% | 7.9% | 5.33% | -5.77% | -19.46% |
| 2021 | -0.67% | 2.49% | 4.2% | 5.25% | 0.5% | 2.64% | 2.23% | 2.89% | -4.72% | 6.81% | -0.94% | 4.11% | 27.13% |
| 2020 | 0.26% | -7.17% | -13.67% | 12.99% | 5.07% | 2.21% | 5.87% | 7.67% | -3.92% | -2.55% | 11.67% | 3.87% | 20.69% |
| 2019 | 0.91% | 4.04% | -6.3% | 6.89% | 1.63% | -1.78% | 1.86% | 1.99% | 3.91% | 2.87% | 16.56% |