PIMCO RAFI Dyn Mlt-Fctr Emrg Mkts Eq ETF (MFEM)
20.26
-0.16
(-0.77%)
USD |
NYSEARCA |
May 31, 16:00
20.26
0.00 (0.00%)
Pre-Market: 20:00
MFEM Max Drawdown (5Y): 42.29% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 42.29% |
April 30, 2024 | 42.29% |
March 31, 2024 | 42.29% |
February 29, 2024 | 42.29% |
January 31, 2024 | 42.29% |
December 31, 2023 | 42.29% |
November 30, 2023 | 42.29% |
October 31, 2023 | 42.29% |
September 30, 2023 | 42.29% |
August 31, 2023 | 42.29% |
July 31, 2023 | 42.29% |
June 30, 2023 | 42.29% |
May 31, 2023 | 42.29% |
April 30, 2023 | 42.29% |
March 31, 2023 | 42.29% |
February 28, 2023 | 42.29% |
January 31, 2023 | 42.29% |
December 31, 2022 | 42.29% |
November 30, 2022 | 42.29% |
October 31, 2022 | 42.29% |
September 30, 2022 | 42.29% |
August 31, 2022 | 42.29% |
July 31, 2022 | 42.29% |
June 30, 2022 | 42.29% |
May 31, 2022 | 42.29% |
Date | Value |
---|---|
April 30, 2022 | 42.29% |
March 31, 2022 | 42.29% |
February 28, 2022 | 42.29% |
January 31, 2022 | 42.29% |
December 31, 2021 | 42.29% |
November 30, 2021 | 42.29% |
October 31, 2021 | 42.29% |
September 30, 2021 | 42.29% |
August 31, 2021 | 42.29% |
July 31, 2021 | 42.29% |
June 30, 2021 | 42.29% |
May 31, 2021 | 42.29% |
April 30, 2021 | 42.29% |
March 31, 2021 | 42.29% |
February 28, 2021 | 42.29% |
January 31, 2021 | 42.29% |
December 31, 2020 | 42.29% |
November 30, 2020 | 42.29% |
October 31, 2020 | 42.29% |
September 30, 2020 | 42.29% |
August 31, 2020 | 42.29% |
July 31, 2020 | 42.29% |
June 30, 2020 | 42.29% |
May 31, 2020 | 42.29% |
April 30, 2020 | 42.29% |
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
22.65%
Minimum
Jun 2019
42.29%
Maximum
Mar 2020
39.34%
Average
42.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8342 |
Beta (5Y) | 1.034 |
Alpha (vs YCharts Benchmark) (5Y) | 2.237 |
Beta (vs YCharts Benchmark) (5Y) | 0.9752 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.16% |
Historical Sharpe Ratio (5Y) | 0.2001 |
Historical Sortino (5Y) | 0.2315 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.02% |