JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
Provider: JP
| Annualised Return | 4.88% |
| Realised Volatility | 8.13% |
| Downside Volatility | 7.97% |
| Max Drawdown | -15% |
| Winning months | 65.14% |
| Sharpe Ratio | 0.6 |
| Sortino Ratio | 0.61 |
| Calmar Ratio | 0.33 |
| Viking Ratio | 0.24 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.32% | 0.88% | -1.1% | 0.09% | 1.57% | 1.8% | 0.2% | 1.26% | 0.96% | 7.17% | |||
| 2024 | 0.23% | 0.19% | 1.21% | -1.33% | 1.64% | 0.5% | 2.22% | 1.47% | 1.68% | -0.99% | 1.64% | -0.84% | 7.81% |
| 2023 | 3.67% | -1.78% | 1.67% | 0.11% | -0.82% | 1.71% | 1.27% | 0.29% | -1.61% | -0.88% | 4.6% | 3.39% | 11.98% |
| 2022 | -2.84% | -0.93% | -1.12% | -4.44% | 1.89% | -7.03% | 6.83% | -3.95% | -3.86% | 3.29% | 3.65% | -1.49% | -10.37% |
| 2021 | -0.23% | -0.18% | 0.22% | 1.17% | 0.03% | 1.35% | 0.39% | 0.53% | -0.32% | -0.12% | -1.38% | 2.43% | 3.88% |
| 2020 | -0.42% | -1% | -12.47% | 6.22% | 4.82% | -0.05% | 5.29% | -0.14% | -1.06% | 0.58% | 2.98% | 1.81% | 5.36% |
| 2019 | 4.16% | 1.37% | 1.45% | 0.97% | -1.4% | 3.21% | 0.34% | 1.05% | 0.26% | 0.06% | 0.49% | 1.63% | 14.35% |
| 2018 | 0.31% | -1.38% | -0.43% | 0.26% | -0.2% | 0.26% | 0.97% | 0.81% | -0.07% | -1.44% | -0.66% | -0.92% | -2.5% |
| 2017 | 0.73% | 1.6% | 0.04% | 0.99% | 0.87% | 0.08% | 1.14% | 0.25% | 0.47% | 0.15% | -0.22% | 0.28% | 6.57% |
| 2016 | -0.24% | 2.04% | -1.61% | 1.79% | 1.96% |