JPMORGAN EQUITY PREMIUM INCOME ETF
Free full Seasonality data:
JEPI vs SPY 1 Year Daily ReturnsJEPI has a beta of 0.63. In the past year, JEPI has been less volatile than the S&P500.
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JEPI Historical BetaSince 2024-08-09, the beta for JEPI changed by +0.1 and had an average of 0.56.
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JEPI Sharpe RatioJEPI has a 1 year sharpe of 0.29 which is -0.05 compared to the S&P500.
Display:
1y
Timeframe:
1y
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JEPI Daily P/L Normal DistributionJEPI has a P/L mean of 0.04% and a std dev of 0.87%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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JEPI 1 Year DrawdownJEPI had a max drawdown of 15.93% in the previous year.
1y
JEPI Yearly Drawdown DurationJEPI has an average drawdown duration of 14.95 days every year.