Innovator U.S. Equity Buffer ETF July (BJUL)
39.40
+0.09
(+0.23%)
USD |
BATS |
May 02, 11:35
BJUL Max Drawdown (5Y): 24.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 24.02% |
March 31, 2024 | 24.02% |
February 29, 2024 | 24.02% |
January 31, 2024 | 24.02% |
December 31, 2023 | 24.02% |
November 30, 2023 | 24.02% |
October 31, 2023 | 24.02% |
September 30, 2023 | 24.02% |
August 31, 2023 | 24.02% |
July 31, 2023 | 24.02% |
June 30, 2023 | 24.02% |
May 31, 2023 | 24.02% |
April 30, 2023 | 24.02% |
March 31, 2023 | 24.02% |
February 28, 2023 | 24.02% |
January 31, 2023 | 24.02% |
December 31, 2022 | 24.02% |
November 30, 2022 | 24.02% |
October 31, 2022 | 24.02% |
September 30, 2022 | 24.02% |
August 31, 2022 | 24.02% |
July 31, 2022 | 24.02% |
June 30, 2022 | 24.02% |
May 31, 2022 | 24.02% |
April 30, 2022 | 24.02% |
Date | Value |
---|---|
March 31, 2022 | 24.02% |
February 28, 2022 | 24.02% |
January 31, 2022 | 24.02% |
December 31, 2021 | 24.02% |
November 30, 2021 | 24.02% |
October 31, 2021 | 24.02% |
September 30, 2021 | 24.02% |
August 31, 2021 | 24.02% |
July 31, 2021 | 24.02% |
June 30, 2021 | 24.02% |
May 31, 2021 | 24.02% |
April 30, 2021 | 24.02% |
March 31, 2021 | 24.02% |
February 28, 2021 | 24.02% |
January 31, 2021 | 24.02% |
December 31, 2020 | 24.02% |
November 30, 2020 | 24.02% |
October 31, 2020 | 24.02% |
September 30, 2020 | 24.02% |
August 31, 2020 | 24.02% |
July 31, 2020 | 24.02% |
June 30, 2020 | 24.02% |
May 31, 2020 | 24.02% |
April 30, 2020 | 24.02% |
March 31, 2020 | 24.02% |
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
13.23%
Minimum
May 2019
24.02%
Maximum
Mar 2020
22.22%
Average
24.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.816 |
Beta (5Y) | 0.652 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4546 |
Beta (vs YCharts Benchmark) (5Y) | 0.6365 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.88% |
Historical Sharpe Ratio (5Y) | 0.5155 |
Historical Sortino (5Y) | 0.5265 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.00% |