Pacer Emerging Markets Cash Cows 100 ETF (ECOW)
20.85
+0.42
(+2.06%)
USD |
NASDAQ |
Sep 19, 16:00
20.87
+0.02
(+0.08%)
After-Hours: 20:00
ECOW Max Drawdown (5Y): 40.27% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 40.27% |
July 31, 2024 | 40.27% |
June 30, 2024 | 40.27% |
May 31, 2024 | 40.27% |
April 30, 2024 | 40.27% |
March 31, 2024 | 40.27% |
February 29, 2024 | 40.27% |
January 31, 2024 | 40.27% |
December 31, 2023 | 40.27% |
November 30, 2023 | 40.27% |
October 31, 2023 | 40.27% |
September 30, 2023 | 40.27% |
August 31, 2023 | 40.27% |
July 31, 2023 | 40.27% |
June 30, 2023 | 40.27% |
May 31, 2023 | 40.27% |
April 30, 2023 | 40.27% |
March 31, 2023 | 40.27% |
February 28, 2023 | 40.27% |
January 31, 2023 | 40.27% |
December 31, 2022 | 40.27% |
November 30, 2022 | 40.27% |
October 31, 2022 | 40.27% |
September 30, 2022 | 40.27% |
August 31, 2022 | 40.27% |
Date | Value |
---|---|
July 31, 2022 | 40.27% |
June 30, 2022 | 40.27% |
May 31, 2022 | 40.27% |
April 30, 2022 | 40.27% |
March 31, 2022 | 40.27% |
February 28, 2022 | 40.27% |
January 31, 2022 | 40.27% |
December 31, 2021 | 40.27% |
November 30, 2021 | 40.27% |
October 31, 2021 | 40.27% |
September 30, 2021 | 40.27% |
August 31, 2021 | 40.27% |
July 31, 2021 | 40.27% |
June 30, 2021 | 40.27% |
May 31, 2021 | 40.27% |
April 30, 2021 | 40.27% |
March 31, 2021 | 40.27% |
February 28, 2021 | 40.27% |
January 31, 2021 | 40.27% |
December 31, 2020 | 40.27% |
November 30, 2020 | 40.27% |
October 31, 2020 | 40.27% |
September 30, 2020 | 40.27% |
August 31, 2020 | 40.27% |
July 31, 2020 | 40.27% |
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
9.93%
Minimum
Sep 2019
40.27%
Maximum
Mar 2020
37.34%
Average
40.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.357 |
Beta (5Y) | 1.096 |
Alpha (vs YCharts Benchmark) (5Y) | -1.422 |
Beta (vs YCharts Benchmark) (5Y) | 0.9831 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.11% |
Historical Sharpe Ratio (5Y) | 0.0685 |
Historical Sortino (5Y) | 0.0763 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.67% |