Innovator Emerging Power Bffr ETF July (EJUL)
24.77
-0.02
(-0.07%)
USD |
NYSEARCA |
Nov 15, 16:00
24.76
-0.01
(-0.05%)
After-Hours: 20:00
EJUL Max Drawdown (5Y): 21.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 21.61% |
| September 30, 2024 | 21.61% |
| August 31, 2024 | 21.61% |
| July 31, 2024 | 21.61% |
| June 30, 2024 | 21.61% |
| May 31, 2024 | 21.61% |
| April 30, 2024 | 21.61% |
| March 31, 2024 | 21.61% |
| February 29, 2024 | 21.61% |
| January 31, 2024 | 21.61% |
| December 31, 2023 | 21.61% |
| November 30, 2023 | 21.61% |
| October 31, 2023 | 21.61% |
| September 30, 2023 | 21.61% |
| August 31, 2023 | 21.61% |
| July 31, 2023 | 21.61% |
| June 30, 2023 | 21.61% |
| May 31, 2023 | 21.61% |
| April 30, 2023 | 21.61% |
| March 31, 2023 | 21.61% |
| February 28, 2023 | 21.61% |
| January 31, 2023 | 21.61% |
| December 31, 2022 | 21.61% |
| November 30, 2022 | 21.61% |
| October 31, 2022 | 21.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 20.36% |
| August 31, 2022 | 20.36% |
| July 31, 2022 | 20.36% |
| June 30, 2022 | 20.36% |
| May 31, 2022 | 20.36% |
| April 30, 2022 | 20.36% |
| March 31, 2022 | 20.36% |
| February 28, 2022 | 20.36% |
| January 31, 2022 | 20.36% |
| December 31, 2021 | 20.36% |
| November 30, 2021 | 20.36% |
| October 31, 2021 | 20.36% |
| September 30, 2021 | 20.36% |
| August 31, 2021 | 20.36% |
| July 31, 2021 | 20.36% |
| June 30, 2021 | 20.36% |
| May 31, 2021 | 20.36% |
| April 30, 2021 | 20.36% |
| March 31, 2021 | 20.36% |
| February 28, 2021 | 20.36% |
| January 31, 2021 | 20.36% |
| December 31, 2020 | 20.36% |
| November 30, 2020 | 20.36% |
| October 31, 2020 | 20.36% |
| September 30, 2020 | 20.36% |
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
4.88%
Minimum
Nov 2019
21.61%
Maximum
Oct 2022
19.86%
Average
20.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.468 |
| Beta (5Y) | 0.3982 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.024 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2587 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.73% |
| Historical Sharpe Ratio (5Y) | -0.2171 |
| Historical Sortino (5Y) | -0.2497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.75% |