JPMorgan BetaBuilders US Aggt Bond ETF (BBAG)
45.59
+0.02
(+0.04%)
USD |
NYSEARCA |
Nov 14, 16:00
45.59
0.00 (0.00%)
After-Hours: 20:00
BBAG Max Drawdown (5Y): 18.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 18.86% |
| September 30, 2024 | 18.86% |
| August 31, 2024 | 18.86% |
| July 31, 2024 | 18.86% |
| June 30, 2024 | 18.86% |
| May 31, 2024 | 18.86% |
| April 30, 2024 | 18.86% |
| March 31, 2024 | 18.86% |
| February 29, 2024 | 18.86% |
| January 31, 2024 | 18.86% |
| December 31, 2023 | 18.86% |
| November 30, 2023 | 18.86% |
| October 31, 2023 | 18.86% |
| September 30, 2023 | 18.86% |
| August 31, 2023 | 18.86% |
| July 31, 2023 | 18.86% |
| June 30, 2023 | 18.86% |
| May 31, 2023 | 18.86% |
| April 30, 2023 | 18.86% |
| March 31, 2023 | 18.86% |
| February 28, 2023 | 18.86% |
| January 31, 2023 | 18.86% |
| December 31, 2022 | 18.86% |
| November 30, 2022 | 18.86% |
| October 31, 2022 | 18.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.45% |
| August 31, 2022 | 15.01% |
| July 31, 2022 | 15.01% |
| June 30, 2022 | 15.01% |
| May 31, 2022 | 12.81% |
| April 30, 2022 | 11.79% |
| March 31, 2022 | 9.69% |
| February 28, 2022 | 9.69% |
| January 31, 2022 | 9.69% |
| December 31, 2021 | 9.69% |
| November 30, 2021 | 9.69% |
| October 31, 2021 | 9.69% |
| September 30, 2021 | 9.69% |
| August 31, 2021 | 9.69% |
| July 31, 2021 | 9.69% |
| June 30, 2021 | 9.69% |
| May 31, 2021 | 9.69% |
| April 30, 2021 | 9.69% |
| March 31, 2021 | 9.69% |
| February 28, 2021 | 9.69% |
| January 31, 2021 | 9.69% |
| December 31, 2020 | 9.69% |
| November 30, 2020 | 9.69% |
| October 31, 2020 | 9.69% |
| September 30, 2020 | 9.69% |
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
2.18%
Minimum
Nov 2019
18.86%
Maximum
Oct 2022
13.49%
Average
12.30%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2007 |
| Beta (5Y) | 1.011 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2007 |
| Beta (vs YCharts Benchmark) (5Y) | 1.011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.53% |
| Historical Sharpe Ratio (5Y) | -0.4323 |
| Historical Sortino (5Y) | -0.6814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.19% |