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JPMorgan Mid Cap Equity Fund Class A JCMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JCMAX | Replication |
|---|---|---|
| Annualized growth | 5.1% | 7.4% |
| Annualized volatility | 16.6% | 17.3% |
| Sharpe ratio | 0.38 | 0.50 |
| Maximum drawdown | 24.9% | 25.4% |
| Replication fit (R²) | 0.98 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model JCMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOT | Mid-Cap · Growth | 31.6% |
| IJH | US Mid Cap | 31.6% |
| VOE | Mid-Cap · Value | 25.1% |
| XLF | Sector · Financials | 11.8% |