JPMorgan BetaBuilders MSCI US REIT ETF (BBRE)
81.25
+0.14
(+0.17%)
USD |
BATS |
Apr 19, 16:00
81.25
0.00 (0.00%)
After-Hours: 18:44
BBRE Max Drawdown (5Y): 43.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.61% |
February 29, 2024 | 43.61% |
January 31, 2024 | 43.61% |
December 31, 2023 | 43.61% |
November 30, 2023 | 43.61% |
October 31, 2023 | 43.61% |
September 30, 2023 | 43.61% |
August 31, 2023 | 43.61% |
July 31, 2023 | 43.61% |
June 30, 2023 | 43.61% |
May 31, 2023 | 43.61% |
April 30, 2023 | 43.61% |
March 31, 2023 | 43.61% |
February 28, 2023 | 43.61% |
January 31, 2023 | 43.61% |
December 31, 2022 | 43.61% |
November 30, 2022 | 43.61% |
October 31, 2022 | 43.61% |
September 30, 2022 | 43.61% |
August 31, 2022 | 43.61% |
July 31, 2022 | 43.61% |
June 30, 2022 | 43.61% |
May 31, 2022 | 43.61% |
April 30, 2022 | 43.61% |
March 31, 2022 | 43.61% |
Date | Value |
---|---|
February 28, 2022 | 43.61% |
January 31, 2022 | 43.61% |
December 31, 2021 | 43.61% |
November 30, 2021 | 43.61% |
October 31, 2021 | 43.61% |
September 30, 2021 | 43.61% |
August 31, 2021 | 43.61% |
July 31, 2021 | 43.61% |
June 30, 2021 | 43.61% |
May 31, 2021 | 43.61% |
April 30, 2021 | 43.61% |
March 31, 2021 | 43.61% |
February 28, 2021 | 43.61% |
January 31, 2021 | 43.61% |
December 31, 2020 | 43.61% |
November 30, 2020 | 43.61% |
October 31, 2020 | 43.61% |
September 30, 2020 | 43.61% |
August 31, 2020 | 43.61% |
July 31, 2020 | 43.61% |
June 30, 2020 | 43.61% |
May 31, 2020 | 43.61% |
April 30, 2020 | 43.61% |
March 31, 2020 | 43.61% |
February 29, 2020 | 14.30% |
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
14.30%
Minimum
Apr 2019
43.61%
Maximum
Mar 2020
38.23%
Average
43.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Residential & Multisector RE ETF | 44.15% |
Fidelity MSCI Real Estate ETF | 42.57% |
First Trust S&P REIT ETF | 44.16% |
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.917 |
Beta (5Y) | 0.9923 |
Alpha (vs YCharts Benchmark) (5Y) | -0.039 |
Beta (vs YCharts Benchmark) (5Y) | 1.012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.90% |
Historical Sharpe Ratio (5Y) | 0.0871 |
Historical Sortino (5Y) | 0.0929 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |