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JPST

Last updated Mar 2, 2024

Asset Allocation


JPST 100%BondBond
PositionCategory/SectorWeight
JPST
JPMorgan Ultra-Short Income ETF
Money Market, Actively Managed

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in JPST, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


20.00%40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
17.07%
115.69%
JPST
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
JPST0.88%0.36%3.08%5.35%2.41%N/A
JPST
JPMorgan Ultra-Short Income ETF
0.88%0.36%3.08%5.35%2.41%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.52%0.76%
20230.51%0.29%0.46%0.72%0.70%

Sharpe Ratio

The current JPST Sharpe ratio is 6.05. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.006.05

The Sharpe ratio of JPST is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00OctoberNovemberDecember2024FebruaryMarch
6.05
2.44
JPST
Benchmark (^GSPC)
Portfolio components

Dividend yield

JPST granted a 5.01% dividend yield in the last twelve months.


TTM2023202220212020201920182017
JPST5.01%4.79%1.83%0.73%1.43%2.69%2.07%0.96%
JPST
JPMorgan Ultra-Short Income ETF
5.01%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Expense Ratio

The JPST features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.18%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
JPST
6.05
JPST
JPMorgan Ultra-Short Income ETF
6.05

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.40%
0
JPST
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JPST. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPST was 3.28%, occurring on Mar 25, 2020. Recovery took 39 trading sessions.

The current JPST drawdown is 0.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.28%Mar 9, 202013Mar 25, 202039May 20, 202052
-0.79%Oct 4, 2021188Jul 1, 202290Nov 8, 2022278
-0.4%Mar 1, 20241Mar 1, 2024
-0.28%Sep 27, 20173Sep 29, 20178Oct 12, 201711
-0.28%May 12, 202311May 26, 202314Jun 16, 202325

Volatility Chart

The current JPST volatility is 0.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.62%
3.47%
JPST
Benchmark (^GSPC)
Portfolio components
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