Innovator US Equity Buff ETF™ Jan (BJAN)
45.37
+0.08
(+0.17%)
USD |
BATS |
Jul 03, 16:00
BJAN Max Drawdown (5Y): 26.86% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 26.86% |
May 31, 2024 | 26.86% |
April 30, 2024 | 26.86% |
March 31, 2024 | 26.86% |
February 29, 2024 | 26.86% |
January 31, 2024 | 26.86% |
December 31, 2023 | 26.86% |
November 30, 2023 | 26.86% |
October 31, 2023 | 26.86% |
September 30, 2023 | 26.86% |
August 31, 2023 | 26.86% |
July 31, 2023 | 26.86% |
June 30, 2023 | 26.86% |
May 31, 2023 | 26.86% |
April 30, 2023 | 26.86% |
March 31, 2023 | 26.86% |
February 28, 2023 | 26.86% |
January 31, 2023 | 26.86% |
December 31, 2022 | 26.86% |
November 30, 2022 | 26.86% |
October 31, 2022 | 26.86% |
September 30, 2022 | 26.86% |
August 31, 2022 | 26.86% |
July 31, 2022 | 26.86% |
June 30, 2022 | 26.86% |
Date | Value |
---|---|
May 31, 2022 | 26.86% |
April 30, 2022 | 26.86% |
March 31, 2022 | 26.86% |
February 28, 2022 | 26.86% |
January 31, 2022 | 26.86% |
December 31, 2021 | 26.86% |
November 30, 2021 | 26.86% |
October 31, 2021 | 26.86% |
September 30, 2021 | 26.86% |
August 31, 2021 | 26.86% |
July 31, 2021 | 26.86% |
June 30, 2021 | 26.86% |
May 31, 2021 | 26.86% |
April 30, 2021 | 26.86% |
March 31, 2021 | 26.86% |
February 28, 2021 | 26.86% |
January 31, 2021 | 26.86% |
December 31, 2020 | 26.86% |
November 30, 2020 | 26.86% |
October 31, 2020 | 26.86% |
September 30, 2020 | 26.86% |
August 31, 2020 | 26.86% |
July 31, 2020 | 26.86% |
June 30, 2020 | 26.86% |
May 31, 2020 | 26.86% |
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
4.64%
Minimum
Jul 2019
26.86%
Maximum
Mar 2020
23.99%
Average
26.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.078 |
Beta (5Y) | 0.7266 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7987 |
Beta (vs YCharts Benchmark) (5Y) | 0.708 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.94% |
Historical Sharpe Ratio (5Y) | 0.5979 |
Historical Sortino (5Y) | 0.5929 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.61% |