JPMorgan Alerian MLP ETN (AMJ)
28.34
-0.04
(-0.14%)
USD |
NYSEARCA |
Apr 25, 16:00
28.37
+0.03
(+0.11%)
After-Hours: 20:00
AMJ Max Drawdown (5Y): 78.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 78.03% |
February 29, 2024 | 78.03% |
January 31, 2024 | 78.03% |
December 31, 2023 | 78.03% |
November 30, 2023 | 78.03% |
October 31, 2023 | 78.03% |
September 30, 2023 | 78.03% |
August 31, 2023 | 78.03% |
July 31, 2023 | 78.03% |
June 30, 2023 | 78.03% |
May 31, 2023 | 78.03% |
April 30, 2023 | 78.03% |
March 31, 2023 | 78.03% |
February 28, 2023 | 78.03% |
January 31, 2023 | 78.03% |
December 31, 2022 | 78.03% |
November 30, 2022 | 78.03% |
October 31, 2022 | 78.03% |
September 30, 2022 | 78.03% |
August 31, 2022 | 78.03% |
July 31, 2022 | 78.03% |
June 30, 2022 | 78.03% |
May 31, 2022 | 78.03% |
April 30, 2022 | 78.03% |
March 31, 2022 | 78.03% |
Date | Value |
---|---|
February 28, 2022 | 78.03% |
January 31, 2022 | 78.03% |
December 31, 2021 | 78.03% |
November 30, 2021 | 78.03% |
October 31, 2021 | 78.03% |
September 30, 2021 | 78.03% |
August 31, 2021 | 78.03% |
July 31, 2021 | 78.03% |
June 30, 2021 | 78.03% |
May 31, 2021 | 78.03% |
April 30, 2021 | 78.03% |
March 31, 2021 | 78.03% |
February 28, 2021 | 78.03% |
January 31, 2021 | 78.03% |
December 31, 2020 | 78.03% |
November 30, 2020 | 78.03% |
October 31, 2020 | 78.03% |
September 30, 2020 | 78.03% |
August 31, 2020 | 78.03% |
July 31, 2020 | 78.03% |
June 30, 2020 | 78.03% |
May 31, 2020 | 78.03% |
April 30, 2020 | 78.03% |
March 31, 2020 | 78.03% |
February 29, 2020 | 58.35% |
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
58.35%
Minimum
Apr 2019
78.03%
Maximum
Mar 2020
74.43%
Average
78.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Alerian MLP Index ETN | -- |
Alerian MLP ETF | 75.26% |
Global X MLP ETF | 76.90% |
Global X MLP & Energy Infrastructure ETF | 68.97% |
Tortoise North American Pipeline | 51.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.399 |
Beta (5Y) | 1.373 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7617 |
Beta (vs YCharts Benchmark) (5Y) | 0.887 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.23% |
Historical Sharpe Ratio (5Y) | 0.2098 |
Historical Sortino (5Y) | 0.2296 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.28% |