BBSA Performance — JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
Data updated: 2024-10-28
BBSA returned +6.66% over one year to Aug 2024. Annualised returns are +0.37% over 3 years and +1.20% over 5 years. The fund trailed its Short-Term Core Bond category average: $100 invested three years ago grew to $101, against $104 for the category, and to $107 over one year, against $108. Volatility over the past three years was 3.52% a year. In the 12 months to Aug 2024 the fund lost a net $1.3M, and assets reached $14.52M.
BBSA Growth of $100
What $100 invested in JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Short-Term Core Bond category average over the same months.
| Period | BBSA | Category average |
|---|---|---|
| 1 year (Sep 2023 – Aug 2024) | $107 | $108 |
| 3 years (Sep 2021 – Aug 2024) | $101 | $104 |
| 5 years (Sep 2019 – Aug 2024) | $106 | $111 |
BBSA Trailing Returns
Total returns to Aug 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +6.66% |
| 3 years (annualised) | +0.37% |
| 5 years (annualised) | +1.20% |
BBSA Annual Returns
Calendar-year total returns of JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Aug) | +3.58% |
| 2023 | +4.79% |
| 2022 | −5.88% |
| 2021 | −1.05% |
| 2020 | +4.64% |
| 2019 (Sep–Dec) | +0.35% |
BBSA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.4% | −0.7% | +0.4% | −0.8% | +1.0% | +0.7% | +1.5% | +1.0% | — | — | — | — |
| 2023 | +1.4% | −1.2% | +1.6% | +0.5% | −0.5% | −0.6% | +0.4% | +0.2% | −0.5% | 0.0% | +1.8% | +1.6% |
| 2022 | −1.0% | −0.6% | −1.9% | −1.1% | +0.6% | −0.8% | +1.0% | −1.5% | −1.9% | −0.3% | +1.5% | −0.1% |
| 2021 | 0.0% | −0.3% | −0.3% | +0.3% | +0.2% | −0.2% | +0.4% | −0.1% | −0.3% | −0.5% | −0.1% | −0.2% |
| 2020 | +0.9% | +1.0% | +0.2% | +0.8% | +0.5% | +0.4% | +0.4% | 0.0% | 0.0% | −0.1% | +0.2% | +0.2% |
| 2019 | — | — | — | — | — | — | — | — | −0.1% | +0.3% | −0.1% | +0.2% |
BBSA Risk
Risk measures from monthly returns over Sep 2021 – Aug 2024.
- 3-year volatility (annualised): 3.52%
- 3-year Sharpe ratio: -1.17 (vs 4.5% risk-free rate)
- Best month: +1.82% (Nov 2023)
- Worst month: −1.89% (Mar 2022)
BBSA Fund Flows
Monthly money in and out of JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF, from SEC Form N-PORT.
- 12-month net flow: −$1.3M
- 12-month gross sales (incl. reinvestments): $4.7M
- Sales ÷ redemptions: 0.78×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | $0 | $0 | $0 |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $1.2M | −$1.2M |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $408 | $4.8M | −$4.8M |
| Dec 2023 | $588 | $0 | $588 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $4.7M | $0 | $4.7M |
| Sep 2023 | $0 | $0 | $0 |
BBSA Assets Under Management
Net assets of JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-08-31 | $14.52M |
| 2024-05-31 | $14.19M |
| 2024-02-29 | $15.44M |
| 2023-11-30 | $20.12M |
| 2023-08-31 | $15.29M |
| 2023-05-31 | $14.22M |
| 2023-02-28 | $35.22M |
| 2022-11-30 | $37.76M |
| 2022-08-31 | $38.19M |
| 2022-05-31 | $37.60M |
| 2022-02-28 | $34.89M |
| 2021-11-30 | $39.65M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.