iPath® JPY/USD Exchange Rate ETN (JYNFF)
52.02
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
JYNFF Max Drawdown (5Y): 16.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 16.53% |
| March 31, 2024 | 16.53% |
| February 29, 2024 | 16.53% |
| January 31, 2024 | 16.53% |
| December 31, 2023 | 16.53% |
| November 30, 2023 | 16.53% |
| October 31, 2023 | 16.53% |
| September 30, 2023 | 16.53% |
| August 31, 2023 | 16.53% |
| July 31, 2023 | 16.53% |
| June 30, 2023 | 16.53% |
| May 31, 2023 | 16.53% |
| April 30, 2023 | 16.53% |
| March 31, 2023 | 16.53% |
| February 28, 2023 | 16.53% |
| January 31, 2023 | 17.34% |
| December 31, 2022 | 19.69% |
| November 30, 2022 | 20.34% |
| October 31, 2022 | 25.50% |
| September 30, 2022 | 25.50% |
| August 31, 2022 | 25.79% |
| July 31, 2022 | 30.93% |
| June 30, 2022 | 30.93% |
| May 31, 2022 | 32.26% |
| April 30, 2022 | 33.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.33% |
| February 28, 2022 | 33.33% |
| January 31, 2022 | 33.33% |
| December 31, 2021 | 33.77% |
| November 30, 2021 | 34.05% |
| October 31, 2021 | 36.51% |
| September 30, 2021 | 36.85% |
| August 31, 2021 | 36.85% |
| July 31, 2021 | 36.85% |
| June 30, 2021 | 36.85% |
| May 31, 2021 | 36.85% |
| April 30, 2021 | 36.85% |
| March 31, 2021 | 36.85% |
| February 28, 2021 | 36.85% |
| January 31, 2021 | 36.85% |
| December 31, 2020 | 37.39% |
| November 30, 2020 | 37.39% |
| October 31, 2020 | 40.30% |
| September 30, 2020 | 40.30% |
| August 31, 2020 | 40.30% |
| July 31, 2020 | 40.30% |
| June 30, 2020 | 40.30% |
| May 31, 2020 | 41.40% |
| April 30, 2020 | 42.07% |
| March 31, 2020 | 42.07% |
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
16.53%
Minimum
Feb 2023
42.07%
Maximum
May 2019
31.13%
Average
35.28%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.048 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.048 |
| Historical Sharpe Ratio (5Y) | -4.336M |
| Historical Sortino (5Y) | -9.456M |