JEPI (NYSE ARCA) - JPMorgan Equity Premium Income ETF
Exchange: USA Stocks • Country: USA • Currency: USD • Type: Etf • ISIN: US46641Q3323 • Derivative Income
The fund seeks to achieve this objective by (1) creating an actively managed portfolio of equity securities comprised significantly of those included in the fund's primary benchmark, the Standard & Poor's 500 Total Return Index (S&P 500 Index) and (2) through equity-linked notes (ELNs), selling call options with exposure to the S&P 500 Index.
Drawdown (Underwater) Chart
External Links for JEPI (NYSE ARCA) - JPMorgan Equity Premium Income...
| Market Cap. | 25,930m USD |
| Category | Derivative Income |
| TER | 0.35% |
| IPO / Inception | 2020-05-20 |
Ratings
| Fundamental | - |
| Dividend | 5.16 |
| Performance 5y | 7.81 |
| Performance TTM | 3.96 |
| Relative Performance | -1.77 |
| Analysts | - |
| Price / Fair Price TR | 1.10 |
| Price / Fair Price DCF | todo |
Technical
| Growth TTM | 5.74% |
| CAGR 5y | 12.87% |
| CAGR / Mean Drawdown 5y | 4.86 |
| Sharpe Ratio TTM | 0.07 |
| Alpha vs SP500 TTM | 2.49 |
| Beta vs SP500 5y weekly | 0.53 |
| CAPM | 7.54% |
| Average Daily Range % | 0.59% |
| Volatility GJR Garch 1y | 7.08% |
| Max Drawdown 5y | 14% |
| Mean Drawdown 5y | 2.7% |
| Price / SMA 50 | 0.93% |
| Price / SMA 200 | 4.45% |
| Current Volume | 3436.4k |
| Average Volume | 4562.2k |
Dividends
| Rate TTM | 6.04 |
| Yield TTM | 11.09% |
| Div. CAGR 5y | 4.74% |
| Consistency of Dividends all time | 100.0% |