# JPM Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 0100c81e959f0a0104fc82d4ec47d90806e416aa2f5649ee2082561a70c76853.

## Return & risk

For JPM over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 32.15%, annualized volatility 22.90%, and maximum drawdown -24.42%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.04% for 95% VaR and -3.47% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 1.24, Sortino 1.78, and Calmar 1.41 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.87 and alpha 14.37%. Up capture is 0.97 and down capture is 0.78.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, JPM's latest reported revenue is 182,447,000,000, net margin is 31.27%, and return on equity is 15.74%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 32.15% | 3y | 2026-06-30 |
| Annualized volatility | 22.90% | 3y | 2026-06-30 |
| Maximum drawdown | -24.42% | 3y | 2026-06-30 |
| 95% daily VaR | -2.04% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.47% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 1.24 | 3y | 2026-06-30 |
| Sortino ratio | 1.78 | 3y | 2026-06-30 |
| Calmar ratio | 1.41 | 3y | 2026-06-30 |
| Beta vs SPY | 0.87 | 3y | 2026-06-30 |
| Alpha vs SPY | 14.37% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.97 | 3y | 2026-06-30 |
| Down capture vs SPY | 0.78 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 182,447,000,000 | 2025-12-31 | 0001628280-26-008131 |
| Net margin | 31.27% | 2025-12-31 | 0001628280-26-008131 |
| Return on equity | 15.74% | 2025-12-31 | 0001628280-26-008131 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf JPM --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 0100c81e959f0a0104fc82d4ec47d90806e416aa2f5649ee2082561a70c76853.