What is JEPI?

JEPI is an actively-managed fund that invests in large-cap US stocks and equity-linked notes (ELNs). It seeks to provide similar returns as the S&P 500 Index with lower volatility and monthly income.

PERFORMANCE [as of 03/24/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JEPI -0.33% -0.90% -0.71% -2.17% -- -- --
JEPI (NAV) -0.27% -0.83% -0.65% -2.02% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 1.09% 4.81% 4.92% -11.00% 19.07% 11.18% 12.15%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JEPI Factset Analytics Insight

JEPI curates its portfolio by selecting stocks from the S&P 500 Index using a process to identify value stocks with favorable risk/return characteristics along with ESG considerations. After selecting and ranking the securities, the final portfolio looks to hold those securities with lower volatility relative to the benchmark index. In addition, the fund’s adviser enters equity-linked notes to provide the returns of the S&P 500 Index with covered call options written. The objective is to provide the same return as the S&P 500 Index with lower volatility over a 3-5-year period combined with monthly income. Investors are subjected to counterparty risk in the use of equity-linked notes (ELNs). The fund may also underperform in a rapidly rising US equity market due to the call options written.

JEPI Summary Data

05/20/20
0.35%
$22.08B
No Underlying Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

+$0.37B 5 Days
+$2.44B 30 Days
+$7.59B 90 Days

JEPI Portfolio Data

$194.28B
21.73
4.98
11.97%
N/A
112

JEPI Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

JEPI Portfolio Management

0.35%
--
--
--

JEPI Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JEPI Fund Structure

Open-Ended Fund
Yes
No
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/27/23

This measurement shows how easy it is to trade a $1 million USD block of JEPI. JEPI is rated a 5 out of 5.

JEPI Tradability

5,073,355
$274.60M
4,558,851
$246.92M
0.02%
$0.01
0.06%
0.32% / -0.29%
None
100.00%
25,000
182.35
0.03%
0.00%
27,872
$53.25
5

JEPI Sector/Industry Breakdown

JEPI Segment
Benchmark
11.93% --
11.92% --
11.84% --
10.80% --
9.07% --
7.00% --
5.81% --
5.64% --
4.95% --
4.92% --

JEPI Performance Statistics

0.80
0.57
0.53
0.68
0.80%
MSCI USA Large Cap Index

JEPI Countries

JEPI Segment
Benchmark
100.00% 99.89%
-- 0.11%

JEPI Regions

JEPI Segment
Benchmark
100.00% 100.00%

JEPI Economic Development

JEPI Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

JEPI Benchmark Comparison Holdings

112
297
92
38.13%

JEPI Benchmark Comparison Summary

JEPI Segment
Benchmark
112 297
$194.28B $504.17B
21.73 20.72
4.98 4.32
1.86% 1.55%
Low Low

JEPI Benchmark Comparison Market Cap Size

JEPI Segment
Benchmark
97.17% 100.00%
0.63% 0.00%
0.00% 0.00%
0.00% 0.00%