See what your fund actually adds
JPMorgan Nasdaq Equity Premium Yield ETF ROCQ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ROCQ | Replication |
|---|---|---|
| Annualized growth | 43.5% | 38.0% |
| Annualized volatility | 16.3% | 16.5% |
| Sharpe ratio | 2.30 | 2.04 |
| Maximum drawdown | 4.9% | 5.9% |
| Replication fit (R²) | 0.96 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model ROCQ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| PFF | FI · Preferred | 29.8% |
| MTUM | Factor · Momentum | 25.0% |
| XLK | Sector · Technology | 23.9% |
| VOX | Sector · Communication | 21.3% |