JPMorgan BetaBuilders Europe ETF (BBEU)
75.12
+0.43
(+0.58%)
USD |
BATS |
Oct 13, 10:40
BBEU Max Drawdown (5Y) : 31.12% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 31.12% |
| August 31, 2026 | 31.12% |
| July 31, 2026 | 31.12% |
| June 30, 2026 | 31.12% |
| May 31, 2026 | 31.12% |
| April 30, 2026 | 31.12% |
| March 31, 2026 | 31.12% |
| February 28, 2026 | 31.12% |
| January 31, 2026 | 31.12% |
| December 31, 2025 | 31.12% |
| November 30, 2025 | 31.12% |
| October 31, 2025 | 31.12% |
| September 30, 2025 | 31.12% |
| August 31, 2025 | 31.12% |
| July 31, 2025 | 31.12% |
| June 30, 2025 | 31.12% |
| May 31, 2025 | 31.12% |
| April 30, 2025 | 31.12% |
| March 31, 2025 | 31.12% |
| February 28, 2025 | 36.26% |
| January 31, 2025 | 36.26% |
| December 31, 2024 | 36.26% |
| November 30, 2024 | 36.26% |
| October 31, 2024 | 36.26% |
| September 30, 2024 | 36.26% |
| Date | Value |
|---|---|
| August 31, 2024 | 36.26% |
| July 31, 2024 | 36.26% |
| June 30, 2024 | 36.26% |
| May 31, 2024 | 36.26% |
| April 30, 2024 | 36.26% |
| March 31, 2024 | 36.26% |
| February 29, 2024 | 36.26% |
| January 31, 2024 | 36.26% |
| December 31, 2023 | 36.26% |
| November 30, 2023 | 36.26% |
| October 31, 2023 | 36.26% |
| September 30, 2023 | 36.26% |
| August 31, 2023 | 36.26% |
| July 31, 2023 | 36.26% |
| June 30, 2023 | 36.26% |
| May 31, 2023 | 36.26% |
| April 30, 2023 | 36.26% |
| March 31, 2023 | 36.26% |
| February 28, 2023 | 36.26% |
| January 31, 2023 | 36.26% |
| December 31, 2022 | 36.26% |
| November 30, 2022 | 36.26% |
| October 31, 2022 | 36.26% |
| September 30, 2022 | 36.26% |
| August 31, 2022 | 36.26% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Vanguard FTSE Europe ETF | 32.75% |
| WisdomTree Europe Hedged Equity Fund | 22.22% |
| iShares Core MSCI Europe ETF | 32.71% |
| iShares Europe ETF | 30.55% |
| iShares MSCI Eurozone ETF | 36.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1758 |
| Beta (5Y) | 1.001 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4652 |
| Beta (vs YCharts Benchmark) (5Y) | 1.006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.25% |
| Historical Sharpe Ratio (5Y) | 0.3449 |
| Historical Sortino (5Y) | 0.5706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.76% |