See what your fund actually adds

JPMorgan Equity Premium Income Fund Class A JEPAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JEPAX compared with its replication portfolio
MeasureJEPAXReplication
Annualized growth6.9%6.9%
Annualized volatility10.6%9.0%
Sharpe ratio0.680.79
Maximum drawdown13.6%12.0%
Replication fit (R²)0.83 · Tracking error 4.4%

Replication portfolio

The published portfolio below is the investable basket used to model JEPAX’s historical return behavior.

JEPAX replication basket weights
TickerBuilding blockWeight
USMVFactor · Min Vol31.9%
WTMFAlternatives · Mgt Futures21.4%
XLPSector · Cons Staples17.4%
XLVSector · Healthcare16.7%
SPHYFI · High Yield12.7%