Pacer Benchmark Industrial RE SCTR ETF (INDS)
37.40
+0.50
(+1.36%)
USD |
NYSEARCA |
May 31, 16:00
37.39
-0.01
(-0.03%)
Pre-Market: 20:00
INDS Max Drawdown (5Y): 40.10% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 40.10% |
April 30, 2024 | 40.10% |
March 31, 2024 | 40.10% |
February 29, 2024 | 40.10% |
January 31, 2024 | 40.10% |
December 31, 2023 | 40.10% |
November 30, 2023 | 40.10% |
October 31, 2023 | 40.10% |
September 30, 2023 | 38.15% |
August 31, 2023 | 38.15% |
July 31, 2023 | 38.15% |
June 30, 2023 | 38.15% |
May 31, 2023 | 38.15% |
April 30, 2023 | 38.15% |
March 31, 2023 | 38.15% |
February 28, 2023 | 38.15% |
January 31, 2023 | 38.15% |
December 31, 2022 | 38.15% |
November 30, 2022 | 38.15% |
October 31, 2022 | 38.15% |
September 30, 2022 | 36.98% |
August 31, 2022 | 36.84% |
July 31, 2022 | 36.84% |
June 30, 2022 | 36.84% |
May 31, 2022 | 36.84% |
Date | Value |
---|---|
April 30, 2022 | 36.84% |
March 31, 2022 | 36.84% |
February 28, 2022 | 36.84% |
January 31, 2022 | 36.84% |
December 31, 2021 | 36.84% |
November 30, 2021 | 36.84% |
October 31, 2021 | 36.84% |
September 30, 2021 | 36.84% |
August 31, 2021 | 36.84% |
July 31, 2021 | 36.84% |
June 30, 2021 | 36.84% |
May 31, 2021 | 36.84% |
April 30, 2021 | 36.84% |
March 31, 2021 | 36.84% |
February 28, 2021 | 36.84% |
January 31, 2021 | 36.84% |
December 31, 2020 | 36.84% |
November 30, 2020 | 36.84% |
October 31, 2020 | 36.84% |
September 30, 2020 | 36.84% |
August 31, 2020 | 36.84% |
July 31, 2020 | 36.84% |
June 30, 2020 | 36.84% |
May 31, 2020 | 36.84% |
April 30, 2020 | 36.84% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
11.06%
Minimum
Jun 2019
40.10%
Maximum
Oct 2023
33.71%
Average
36.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.690 |
Beta (5Y) | 0.9739 |
Alpha (vs YCharts Benchmark) (5Y) | 4.433 |
Beta (vs YCharts Benchmark) (5Y) | 0.9727 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.55% |
Historical Sharpe Ratio (5Y) | 0.2317 |
Historical Sortino (5Y) | 0.2923 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |