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J.P. Morgan Alerian MLP Index ETN (AMJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46625H3654

CUSIP

46625H365

Issuer

JPMorgan Chase

Inception Date

Apr 2, 2009

Region

North America (U.S.)

Category

MLPs

Leveraged

1x

Index Tracked

Alerian MLP Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

AMJ features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for AMJ: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
AMJ vs. AMLP AMJ vs. PXE AMJ vs. TPYP AMJ vs. SPY AMJ vs. JEPI AMJ vs. VDE AMJ vs. AMZA AMJ vs. VOO AMJ vs. MLPR AMJ vs. XOM
Popular comparisons:
AMJ vs. AMLP AMJ vs. PXE AMJ vs. TPYP AMJ vs. SPY AMJ vs. JEPI AMJ vs. VDE AMJ vs. AMZA AMJ vs. VOO AMJ vs. MLPR AMJ vs. XOM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in J.P. Morgan Alerian MLP Index ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


AMJ (J.P. Morgan Alerian MLP Index ETN)
Benchmark (^GSPC)

Returns By Period


AMJ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.96%

1M

2.21%

6M

8.93%

1Y

23.90%

5Y*

12.52%

10Y*

11.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of AMJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.46%4.57%4.44%-1.79%1.14%13.32%
20236.44%-1.49%-0.98%1.58%-0.77%4.33%5.89%0.44%3.13%0.24%6.40%-2.09%25.06%
202211.01%4.75%2.55%-0.38%7.35%-13.82%12.71%3.03%-7.47%14.21%0.94%-4.44%30.09%
20215.90%6.95%7.52%6.39%7.40%5.48%-6.82%-2.34%3.41%4.35%-7.42%3.37%37.93%
2020-5.78%-13.73%-47.77%51.16%8.26%-8.46%-3.26%1.36%-14.17%5.10%22.01%2.81%-29.43%
201912.05%0.35%3.53%-1.69%-1.64%3.46%-0.56%-5.26%0.43%-6.53%-21.26%8.29%-12.16%
20186.84%-10.59%-7.08%8.17%6.58%-2.10%5.30%1.28%-1.47%-8.99%20.47%-9.16%4.85%
2017-7.06%4.96%76.92%114.99%79.19%59.49%10.06%61.47%-25.95%5.95%-70.51%4.69%356.45%
201618.97%18.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, AMJ is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AMJ is 8383
Overall Rank
The Sharpe Ratio Rank of AMJ is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AMJ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AMJ is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AMJ is 3333
Calmar Ratio Rank
The Martin Ratio Rank of AMJ is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for J.P. Morgan Alerian MLP Index ETN (AMJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
AMJ
^GSPC

There is not enough data available to calculate the Sharpe ratio for J.P. Morgan Alerian MLP Index ETN. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
AMJ (J.P. Morgan Alerian MLP Index ETN)
Benchmark (^GSPC)

Dividends

Dividend History

J.P. Morgan Alerian MLP Index ETN provided a 1.49% dividend yield over the last twelve months, with an annual payout of $0.42 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$0.50$1.00$1.50$2.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.42$1.66$1.38$1.30$1.51$1.81$1.87$1.91$2.08$2.30

Dividend yield

1.49%6.54%6.33%7.31%10.87%8.30%8.38%6.96%47.34%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for J.P. Morgan Alerian MLP Index ETN. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.42$0.00$0.00$0.00$0.00$0.42
2023$0.00$0.40$0.00$0.00$0.42$0.00$0.00$0.41$0.00$0.00$0.44$0.00$1.66
2022$0.00$0.31$0.00$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.36$0.00$1.38
2021$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.31$0.00$0.00$0.35$0.00$1.30
2020$0.00$0.43$0.00$0.00$0.36$0.00$0.00$0.38$0.00$0.00$0.34$0.00$1.51
2019$0.00$0.46$0.00$0.00$0.41$0.00$0.00$0.47$0.00$0.00$0.47$0.00$1.81
2018$0.00$0.42$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.45$0.00$1.87
2017$0.00$0.46$0.00$0.00$0.49$0.00$0.00$0.48$0.00$0.00$0.47$0.00$1.91
2016$0.54$0.54$0.51$0.50$0.00$2.08
2015$0.59$0.56$0.57$0.57$2.30

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


AMJ (J.P. Morgan Alerian MLP Index ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the J.P. Morgan Alerian MLP Index ETN. 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 J.P. Morgan Alerian MLP Index ETN was 94.02%, occurring on Mar 18, 2020. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.02%Sep 4, 2017639Mar 18, 2020
-31.06%May 25, 20172May 26, 201715Jun 16, 201717
-30.52%May 10, 20175May 16, 20176May 24, 201711
-26.15%Jul 5, 201711Jul 19, 201713Aug 28, 201724
-23.35%Jan 5, 201715Jan 25, 201743Mar 30, 201758

Volatility

Volatility Chart

The current J.P. Morgan Alerian MLP Index ETN volatility is 0.00%, 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.


AMJ (J.P. Morgan Alerian MLP Index ETN)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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