Performance analysis of JMOM (JPMORGAN U.S. MOMENTUM FACTOR ETF)
Annual Return
Over the past 3 years, JMOM has had an average annual return of +25.11%, outperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, JMOM has had an average annual return of +14.47%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Nov 9, 2017, JMOM has had an average annual return of +15.95%, outperforming the benchmark SPY, which returned +14.79% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +21.22% | +18.02% | +28.47% | +22.88% | -20.84% | +25.03% | +29.20% | +28.25% | -5.25% | +3.32% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.82% | +1.40% | -4.24% | +12.19% | +8.19% | +3.85% | -3.69% | +21.22% | |||||
| 2025 | +5.44% | -2.46% | -5.77% | +1.53% | +6.38% | +5.85% | +0.68% | +1.21% | +3.90% | +1.22% | -0.09% | -0.51% | +18.02% |
| 2024 | +3.23% | +7.83% | +3.64% | -5.03% | +3.82% | +3.40% | +1.08% | +2.88% | +2.69% | -0.07% | +7.57% | -4.84% | +28.47% |
| 2023 | +5.05% | -1.80% | +2.37% | -0.48% | +0.38% | +7.24% | +2.62% | -1.36% | -4.04% | -2.56% | +9.05% | +5.23% | +22.88% |
| 2022 | -9.76% | -1.70% | +3.03% | -9.67% | +0.02% | -8.37% | +10.13% | -3.38% | -8.66% | +8.72% | +5.44% | -6.11% | -20.84% |
| 2021 | -0.31% | +1.16% | +0.42% | +5.80% | -0.39% | +5.33% | +2.27% | +3.57% | -4.78% | +8.67% | -0.66% | +2.15% | +25.03% |
| 2020 | +2.35% | -8.13% | -12.62% | +13.51% | +7.71% | +1.93% | +7.16% | +6.72% | -1.70% | -2.88% | +11.08% | +4.03% | +29.20% |
| 2019 | +8.56% | +4.22% | +1.61% | +3.26% | -4.22% | +6.28% | +1.68% | -0.07% | -1.22% | +0.51% | +3.36% | +1.79% | +28.25% |
| 2018 | +6.05% | -1.93% | -3.98% | +2.51% | +2.90% | +0.02% | +1.77% | +4.59% | +0.45% | -8.73% | +0.42% | -8.24% | -5.25% |
| 2017 | +1.53% | +1.76% | +3.32% |
Drawdown analysis of JMOM (JPMORGAN U.S. MOMENTUM FACTOR ETF)
The maximum drawdown for the JMOM was -34.30%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current JMOM drawdown is -3.69%.
Since Nov 9, 2017 JMOM has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.30% | Feb 19, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -28.27% | Nov 16, 2021 | 146 | Jun 16, 2022 | 406 | Jan 30, 2024 | 552 |
| -21.59% | Oct 3, 2018 | 56 | Dec 24, 2018 | 114 | Jun 10, 2019 | 170 |
| -19.51% | Feb 18, 2025 | 35 | Apr 8, 2025 | 52 | Jun 24, 2025 | 87 |
| -10.93% | Feb 12, 2021 | 15 | Mar 8, 2021 | 27 | Apr 15, 2021 | 42 |
| -9.09% | Jan 26, 2018 | 10 | Feb 9, 2018 | 78 | Jun 5, 2018 | 88 |
| -8.49% | Jul 16, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -8.34% | Oct 13, 2020 | 13 | Oct 30, 2020 | 17 | Nov 24, 2020 | 30 |
| -8.28% | Sep 2, 2020 | 3 | Sep 8, 2020 | 23 | Oct 9, 2020 | 26 |
| -7.87% | Mar 2, 2026 | 20 | Mar 30, 2026 | 6 | Apr 8, 2026 | 26 |
| -6.88% | Apr 26, 2021 | 12 | May 12, 2021 | 22 | Jun 14, 2021 | 34 |
| -6.63% | Sep 3, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
| -6.23% | Mar 21, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
| -6.18% | Dec 4, 2024 | 11 | Dec 19, 2024 | 21 | Jan 23, 2025 | 32 |
| -6.07% | Oct 27, 2025 | 18 | Nov 20, 2025 | 13 | Dec 10, 2025 | 31 |
| -5.81% | Jul 15, 2019 | 15 | Aug 5, 2019 | 79 | Nov 25, 2019 | 94 |
| -5.36% | Jun 30, 2026 | 13 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -4.90% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -4.79% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -4.31% | Jan 25, 2021 | 2 | Jan 27, 2021 | 6 | Feb 4, 2021 | 8 |
| -3.74% | Jun 14, 2018 | 10 | Jun 28, 2018 | 11 | Jul 16, 2018 | 21 |
| -3.55% | Dec 11, 2025 | 4 | Dec 17, 2025 | 12 | Jan 6, 2026 | 16 |
| -3.51% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -3.36% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -3.28% | Oct 14, 2024 | 15 | Nov 4, 2024 | 2 | Nov 6, 2024 | 17 |