iPath® Bloomberg Cmdty TR ETN (DJP)
32.48
+0.03
(+0.09%)
USD |
NYSEARCA |
Apr 23, 16:00
DJP Max Drawdown (5Y): 45.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.87% |
| February 29, 2024 | 45.87% |
| January 31, 2024 | 45.87% |
| December 31, 2023 | 45.87% |
| November 30, 2023 | 45.87% |
| October 31, 2023 | 47.89% |
| September 30, 2023 | 47.94% |
| August 31, 2023 | 47.94% |
| July 31, 2023 | 47.94% |
| June 30, 2023 | 47.94% |
| May 31, 2023 | 47.94% |
| April 30, 2023 | 47.94% |
| March 31, 2023 | 47.94% |
| February 28, 2023 | 47.94% |
| January 31, 2023 | 47.94% |
| December 31, 2022 | 47.94% |
| November 30, 2022 | 47.94% |
| October 31, 2022 | 47.94% |
| September 30, 2022 | 47.94% |
| August 31, 2022 | 47.94% |
| July 31, 2022 | 47.94% |
| June 30, 2022 | 47.94% |
| May 31, 2022 | 48.48% |
| April 30, 2022 | 50.62% |
| March 31, 2022 | 52.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.29% |
| January 31, 2022 | 52.29% |
| December 31, 2021 | 52.29% |
| November 30, 2021 | 52.29% |
| October 31, 2021 | 52.29% |
| September 30, 2021 | 52.29% |
| August 31, 2021 | 52.29% |
| July 31, 2021 | 52.29% |
| June 30, 2021 | 52.29% |
| May 31, 2021 | 52.29% |
| April 30, 2021 | 52.29% |
| March 31, 2021 | 52.29% |
| February 28, 2021 | 55.16% |
| January 31, 2021 | 58.35% |
| December 31, 2020 | 58.35% |
| November 30, 2020 | 62.36% |
| October 31, 2020 | 62.76% |
| September 30, 2020 | 62.76% |
| August 31, 2020 | 62.76% |
| July 31, 2020 | 62.76% |
| June 30, 2020 | 62.76% |
| May 31, 2020 | 62.76% |
| April 30, 2020 | 62.76% |
| March 31, 2020 | 62.76% |
| February 29, 2020 | 62.76% |
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
45.87%
Minimum
Nov 2023
62.76%
Maximum
Apr 2019
54.16%
Average
52.29%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5723 |
| Beta (5Y) | 1.165 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5723 |
| Beta (vs YCharts Benchmark) (5Y) | 1.165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.75% |
| Historical Sharpe Ratio (5Y) | 0.2299 |
| Historical Sortino (5Y) | 0.3149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |