JPMorgan Managed Futures Plus ETF (JPFP) Sharpe Ratio

Sharpe ratio is not yet available for JPFP. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares JPMorgan Managed Futures Plus ETF's Sharpe Ratio with other ETFs in the Systematic Trend category across multiple time periods, showing how JPFP's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

Symbol	Name	1Y Sharpe Ratio
ISMF	iShares Managed Futures Active ETF	2.88
MFUT	Cambria Chesapeake Pure Trend ETF	2.64
DBMF	iMGP DBi Managed Futures Strategy ETF	2.59
AHLT	American Beacon AHL Trend ETF	2.20
IMF	Invesco Managed Futures Strategy ETF	1.99
ASMF	Virtus AlphaSimplex Managed Futures ETF	1.55
GXDW	Global X Dorsey Wright Thematic ETF	0.88
CTA	Simplify Managed Futures Strategy ETF	0.78
FFUT	Fidelity Managed Futures ETF	—
HFMF	Unlimited HFMF Managed Futures ETF	—
JPFP	JPMorgan Managed Futures Plus ETF	—

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Historical Sharpe Ratio

The chart shows JPFP's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JPFP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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