See what your fund actually adds
JPMorgan Preferred and Income Securities ETF JPRF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JPRF | Replication |
|---|---|---|
| Annualized growth | 4.0% | 4.4% |
| Annualized volatility | 6.4% | 4.9% |
| Sharpe ratio | 0.66 | 0.91 |
| Maximum drawdown | 10.9% | 8.0% |
| Replication fit (R²) | 0.69 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model JPRF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 60.7% |
| PFF | FI · Preferred | 24.0% |
| VWOB | FI · EM Bonds USD | 9.9% |
| VCLT | FI · Long Corp | 5.2% |
| SPHY | FI · High Yield | 0.2% |