JPST
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | Money Market, Actively Managed | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| JPST | 3.19% | 0.57% | 2.84% | 6.14% | 2.58% | N/A |
| Portfolio components: | ||||||
JPST JPMorgan Ultra-Short Income ETF | 3.19% | 0.57% | 2.84% | 6.14% | 2.58% | N/A |
Monthly Returns
The table below presents the monthly returns of JPST, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.52% | 0.34% | 0.45% | 0.40% | 0.55% | 0.42% | 3.19% | ||||||
| 2023 | 0.46% | 0.22% | 0.35% | 0.42% | 0.13% | 0.22% | 0.52% | 0.51% | 0.30% | 0.46% | 0.72% | 0.70% | 5.13% |
| 2022 | 0.00% | -0.18% | -0.14% | -0.05% | -0.05% | -0.05% | 0.16% | 0.30% | 0.06% | 0.04% | 0.55% | 0.49% | 1.14% |
| 2021 | 0.02% | 0.04% | -0.01% | 0.06% | 0.09% | 0.00% | 0.05% | 0.05% | 0.01% | -0.18% | 0.02% | -0.05% | 0.11% |
| 2020 | 0.31% | 0.25% | -1.72% | 1.46% | 0.73% | 0.41% | 0.41% | 0.08% | -0.04% | 0.06% | 0.10% | 0.16% | 2.18% |
| 2019 | 0.42% | 0.23% | 0.39% | 0.29% | 0.31% | 0.30% | 0.24% | 0.26% | 0.22% | 0.26% | 0.11% | 0.26% | 3.34% |
| 2018 | 0.18% | 0.05% | 0.13% | 0.23% | 0.28% | 0.11% | 0.28% | 0.25% | 0.15% | 0.20% | 0.14% | 0.20% | 2.23% |
| 2017 | 0.04% | 0.10% | 0.16% | 0.23% | -0.07% | 0.36% | 0.09% | 0.08% | 1.00% |
Expense Ratio
JPST has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of JPST is 100, placing it in the top 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 12.83 | 37.06 | 8.45 | 77.90 | 516.95 |
Dividends
Dividend yield
JPST granted a 5.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
| JPST | 5.22% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% |
| Portfolio components: | ||||||||
JPST JPMorgan Ultra-Short Income ETF | 5.22% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.28% | Mar 9, 2020 | 13 | Mar 25, 2020 | 39 | May 20, 2020 | 52 |
| -0.79% | Oct 4, 2021 | 188 | Jul 1, 2022 | 90 | Nov 8, 2022 | 278 |
| -0.28% | Sep 27, 2017 | 3 | Sep 29, 2017 | 9 | Oct 13, 2017 | 12 |
| -0.28% | May 12, 2023 | 11 | May 26, 2023 | 14 | Jun 16, 2023 | 25 |
| -0.15% | Sep 18, 2020 | 7 | Sep 28, 2020 | 17 | Oct 21, 2020 | 24 |
Volatility
Volatility Chart
The current JPST volatility is 0.12%, 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.