See what your fund actually adds
JPMorgan Active China ETF JCHI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JCHI | Replication |
|---|---|---|
| Annualized growth | 3.6% | 16.1% |
| Annualized volatility | 22.6% | 14.0% |
| Sharpe ratio | 0.27 | 1.14 |
| Maximum drawdown | 28.9% | 11.0% |
| Replication fit (R²) | 0.57 · Tracking error 14.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model JCHI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 100.0% |