JPMorgan BetaBuilders Japan ETF (BBJP)
69.78
+0.13
(+0.19%)
USD |
BATS |
Jan 16, 16:00
69.72
-0.06
(-0.08%)
Pre-Market: 20:00
BBJP Max Drawdown (5Y): 32.67% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| iShares MSCI Japan ETF | 33.13% |
| Franklin FTSE Japan ETF | 32.48% |
| iShares JPX-Nikkei 400 ETF | 33.20% |
| Xtrackers MSCI Japan Hedged Equity ETF | 21.50% |
| iShares Currency Hedged MSCI Japan ETF | 20.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6263 |
| Beta (5Y) | 0.8437 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2801 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9577 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.91% |
| Historical Sharpe Ratio (5Y) | 0.223 |
| Historical Sortino (5Y) | 0.3708 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |