JEPI observed max drawdown: 13.0%
JPMorgan Equity Premium Income ETF. From its 2021-12-31 peak, JEPI fell 13.0% to the 2022-09-30 trough and needed 16 months to make a new high (2023-04-30). Computed from 77 months of observed fund history. Fund inception boundary (first available fund observation): 2020-05-21; the monthly analysis runs from 2020-05-31 through 2026-09-30.
What is JEPI's observed maximum drawdown?
JEPI's observed maximum drawdown was 13.0%, from a peak in 2021-12-31 to a trough in 2022-09-30, based on monthly closes from fund prices first observed on 2020-05-21. The sample contains 77 monthly observations through 2026-09-30. Monthly closes can miss deeper daily losses.
| Measure | Value |
|---|---|
| Maximum drawdown | -13.0% |
| Peak | 2021-12-31 |
| Trough | 2022-09-30 |
| Recovered | 2023-04-30 |
| Monthly observations | 77 |
Last verified
What is JEPI's observed maximum drawdown?
JEPI's observed maximum drawdown was 13.0%, from a peak in 2021-12-31 to a trough in 2022-09-30, based on monthly closes from fund prices first observed on 2020-05-21.
How long did JEPI take to recover from its worst drawdown?
JEPI took 16 months from the 2021-12-31 peak to make a new high in 2023-04-30, based only on observed fund prices.
What was JEPI's worst 12-month return?
JEPI's worst observed rolling 12-month return was -5.4%, in the 12 months ending 2022-09-30.
JEPI observed fund drawdown statistics
2021-12-31 peak to 2022-09-30 trough.
New high reached 2023-04-30.
Share of all months spent below a prior high.
Rolling year ending 2022-09-30.
The biggest JEPI drawdowns in observed fund history
| Depth | Peak | Trough | Recovered | Peak to trough | Total underwater |
|---|---|---|---|---|---|
| -13.0% | 2021-12-31 | 2022-09-30 | 2023-04-30 | 9 mo | 16 months |
| -5.7% | 2024-11-30 | 2025-04-30 | 2025-08-31 | 5 mo | 9 months |
| -4.8% | 2026-02-28 | 2026-03-31 | 2026-08-31 | 1 mo | 6 months |
| -4.2% | 2021-08-31 | 2021-09-30 | 2021-10-31 | 1 mo | 2 months |
| -4.1% | 2023-08-31 | 2023-10-31 | 2023-11-30 | 2 mo | 3 months |
Methodology: observed JEPI fund prices only, first available from 2020-05-21. Monthly closing-price statistics cover 2020-05-31 through 2026-09-30; no proxy or pre-inception simulation is included in this table. Educational information, not investment advice.
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