Performance analysis of JPME (JPMORGAN DIVERSIFIED RETURN U.S. MID CAP EQUITY ETF)
Annual Return
Over the past 3 years, JPME has had an average annual return of +13.41%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, JPME has had an average annual return of +9.44%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, JPME has had an average annual return of +10.86%, underperforming the benchmark SPY, which returned +15.04% annual.
Since May 18, 2016, JPME has had an average annual return of +11.38%, underperforming the benchmark SPY, which returned +15.44% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.82% | +8.26% | +13.55% | +11.27% | -10.12% | +28.88% | +8.40% | +25.88% | -8.91% | +19.08% | +10.30% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.26% | +5.50% | -3.84% | +5.96% | +0.54% | +2.24% | +0.54% | +15.82% | |||||
| 2025 | +3.08% | -1.42% | -3.06% | -2.36% | +3.42% | +2.67% | +0.61% | +3.62% | +0.82% | -1.83% | +3.42% | -0.65% | +8.26% |
| 2024 | -1.41% | +4.53% | +4.99% | -5.00% | +3.21% | -1.59% | +6.04% | +2.43% | +2.01% | -1.61% | +7.32% | -7.03% | +13.55% |
| 2023 | +6.51% | -2.52% | -1.54% | +0.15% | -4.32% | +7.88% | +2.88% | -2.68% | -4.93% | -3.84% | +7.95% | +6.57% | +11.27% |
| 2022 | -5.42% | +0.26% | +3.70% | -5.92% | +2.36% | -10.07% | +9.19% | -2.95% | -10.25% | +9.35% | +6.30% | -4.53% | -10.12% |
| 2021 | -0.02% | +4.48% | +5.71% | +4.61% | +2.04% | -0.29% | +1.47% | +2.24% | -3.74% | +5.59% | -2.09% | +6.21% | +28.88% |
| 2020 | -2.22% | -9.79% | -19.65% | +14.21% | +5.90% | +0.60% | +5.96% | +2.66% | -1.93% | +0.91% | +11.51% | +4.71% | +8.40% |
| 2019 | +9.84% | +3.42% | +0.56% | +2.71% | -6.40% | +6.78% | +1.27% | -3.16% | +2.92% | +0.45% | +2.84% | +2.95% | +25.88% |
| 2018 | +3.34% | -3.85% | +0.54% | -0.37% | +1.77% | +1.09% | +2.41% | +2.21% | -0.60% | -6.87% | +1.57% | -9.60% | -8.91% |
| 2017 | +2.27% | +3.60% | +0.39% | +0.99% | +0.62% | +1.15% | +0.59% | -0.08% | +2.20% | +2.10% | +3.69% | +0.19% | +19.08% |
Drawdown analysis of JPME (JPMORGAN DIVERSIFIED RETURN U.S. MID CAP EQUITY ETF)
The maximum drawdown for the JPME was -41.01%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current JPME drawdown is -0.59%.
Since May 18, 2016 JPME has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.01% | Jan 17, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -19.91% | Aug 29, 2018 | 80 | Dec 24, 2018 | 131 | Jul 3, 2019 | 211 |
| -19.30% | Jan 4, 2022 | 186 | Sep 30, 2022 | 310 | Dec 26, 2023 | 496 |
| -18.70% | Nov 29, 2024 | 87 | Apr 8, 2025 | 107 | Sep 11, 2025 | 194 |
| -7.57% | Jan 26, 2018 | 10 | Feb 9, 2018 | 110 | Jul 19, 2018 | 120 |
| -6.84% | Mar 2, 2026 | 14 | Mar 20, 2026 | 19 | Apr 17, 2026 | 33 |
| -6.58% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -6.56% | Jul 26, 2019 | 20 | Aug 23, 2019 | 49 | Nov 1, 2019 | 69 |
| -6.52% | Mar 28, 2024 | 14 | Apr 18, 2024 | 60 | Jul 16, 2024 | 74 |
| -5.27% | Jun 8, 2016 | 13 | Jun 27, 2016 | 10 | Jul 12, 2016 | 23 |
| -5.26% | Aug 23, 2016 | 51 | Nov 3, 2016 | 12 | Nov 21, 2016 | 63 |
| -5.09% | Jul 31, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
| -4.85% | Sep 2, 2021 | 12 | Sep 21, 2021 | 21 | Oct 20, 2021 | 33 |
| -4.59% | Jan 20, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -4.43% | Sep 11, 2025 | 50 | Nov 20, 2025 | 4 | Nov 26, 2025 | 54 |
| -4.30% | Jun 11, 2021 | 25 | Jul 19, 2021 | 8 | Jul 29, 2021 | 33 |
| -4.08% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -3.88% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.39% | Mar 15, 2021 | 7 | Mar 24, 2021 | 6 | Apr 1, 2021 | 13 |
| -3.34% | May 6, 2026 | 9 | May 19, 2026 | 9 | Jun 2, 2026 | 18 |
| -3.22% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -3.01% | Oct 18, 2024 | 10 | Nov 1, 2024 | 3 | Nov 6, 2024 | 13 |
| -2.95% | Jul 25, 2017 | 19 | Aug 21, 2017 | 15 | Sep 12, 2017 | 34 |
| -2.94% | Dec 28, 2023 | 12 | Jan 17, 2024 | 18 | Feb 12, 2024 | 30 |
| -2.36% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |