Innovator U.S. Equity Buffer ETF™ Oct (BOCT)
40.02
-0.07
(-0.16%)
USD |
BATS |
May 01, 16:00
40.24
+0.22
(+0.55%)
After-Hours: 20:00
BOCT Max Drawdown (5Y): 24.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 24.52% |
March 31, 2024 | 24.52% |
February 29, 2024 | 24.52% |
January 31, 2024 | 24.52% |
December 31, 2023 | 24.52% |
November 30, 2023 | 24.52% |
October 31, 2023 | 24.52% |
September 30, 2023 | 24.52% |
August 31, 2023 | 24.52% |
July 31, 2023 | 24.52% |
June 30, 2023 | 24.52% |
May 31, 2023 | 24.52% |
April 30, 2023 | 24.52% |
March 31, 2023 | 24.52% |
February 28, 2023 | 24.52% |
January 31, 2023 | 24.52% |
December 31, 2022 | 24.52% |
November 30, 2022 | 24.52% |
October 31, 2022 | 24.52% |
September 30, 2022 | 24.52% |
August 31, 2022 | 24.52% |
July 31, 2022 | 24.52% |
June 30, 2022 | 24.52% |
May 31, 2022 | 24.52% |
April 30, 2022 | 24.52% |
Date | Value |
---|---|
March 31, 2022 | 24.52% |
February 28, 2022 | 24.52% |
January 31, 2022 | 24.52% |
December 31, 2021 | 24.52% |
November 30, 2021 | 24.52% |
October 31, 2021 | 24.52% |
September 30, 2021 | 24.52% |
August 31, 2021 | 24.52% |
July 31, 2021 | 24.52% |
June 30, 2021 | 24.52% |
May 31, 2021 | 24.52% |
April 30, 2021 | 24.52% |
March 31, 2021 | 24.52% |
February 28, 2021 | 24.52% |
January 31, 2021 | 24.52% |
December 31, 2020 | 24.52% |
November 30, 2020 | 24.52% |
October 31, 2020 | 24.52% |
September 30, 2020 | 24.52% |
August 31, 2020 | 24.52% |
July 31, 2020 | 24.52% |
June 30, 2020 | 24.52% |
May 31, 2020 | 24.52% |
April 30, 2020 | 24.52% |
March 31, 2020 | 24.52% |
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
13.60%
Minimum
May 2019
24.52%
Maximum
Mar 2020
22.70%
Average
24.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.055 |
Beta (5Y) | 0.6597 |
Alpha (vs YCharts Benchmark) (5Y) | 0.8118 |
Beta (vs YCharts Benchmark) (5Y) | 0.6392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.87% |
Historical Sharpe Ratio (5Y) | 0.6164 |
Historical Sortino (5Y) | 0.6098 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.84% |