JPMorgan BetaBldrs 1-5 Yr US Aggt Bd ETF (BBSA)
48.27
0.00 (0.00%)
USD |
BATS |
Nov 04, 16:00
BBSA Max Drawdown (5Y): 9.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 9.04% |
| September 30, 2024 | 9.04% |
| August 31, 2024 | 9.04% |
| July 31, 2024 | 9.04% |
| June 30, 2024 | 9.04% |
| May 31, 2024 | 9.04% |
| April 30, 2024 | 9.04% |
| March 31, 2024 | 9.04% |
| February 29, 2024 | 9.04% |
| January 31, 2024 | 9.04% |
| December 31, 2023 | 9.04% |
| November 30, 2023 | 9.04% |
| October 31, 2023 | 9.04% |
| September 30, 2023 | 9.04% |
| August 31, 2023 | 9.04% |
| July 31, 2023 | 9.04% |
| June 30, 2023 | 9.04% |
| May 31, 2023 | 9.04% |
| April 30, 2023 | 9.04% |
| March 31, 2023 | 9.04% |
| February 28, 2023 | 9.04% |
| January 31, 2023 | 9.04% |
| December 31, 2022 | 9.04% |
| November 30, 2022 | 9.04% |
| October 31, 2022 | 9.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 8.59% |
| August 31, 2022 | 7.39% |
| July 31, 2022 | 7.39% |
| June 30, 2022 | 7.39% |
| May 31, 2022 | 5.97% |
| April 30, 2022 | 5.88% |
| March 31, 2022 | 4.95% |
| February 28, 2022 | 4.20% |
| January 31, 2022 | 4.20% |
| December 31, 2021 | 4.20% |
| November 30, 2021 | 4.20% |
| October 31, 2021 | 4.20% |
| September 30, 2021 | 4.20% |
| August 31, 2021 | 4.20% |
| July 31, 2021 | 4.20% |
| June 30, 2021 | 4.20% |
| May 31, 2021 | 4.20% |
| April 30, 2021 | 4.20% |
| March 31, 2021 | 4.20% |
| February 28, 2021 | 4.20% |
| January 31, 2021 | 4.20% |
| December 31, 2020 | 4.20% |
| November 30, 2020 | 4.20% |
| October 31, 2020 | 4.20% |
| September 30, 2020 | 4.20% |
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
0.93%
Minimum
Nov 2019
9.04%
Maximum
Oct 2022
6.30%
Average
5.92%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0431 |
| Beta (5Y) | 0.427 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0431 |
| Beta (vs YCharts Benchmark) (5Y) | 0.427 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.04% |
| Historical Sharpe Ratio (5Y) | -0.379 |
| Historical Sortino (5Y) | -0.6003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.40% |