Pacer Benchmark Industrial RE SCTR ETF (INDS)
38.16
-0.21
(-0.55%)
USD |
NYSEARCA |
Nov 15, 10:31
INDS Max Drawdown (5Y): 40.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.10% |
| September 30, 2024 | 40.10% |
| August 31, 2024 | 40.10% |
| July 31, 2024 | 40.10% |
| June 30, 2024 | 40.10% |
| May 31, 2024 | 40.10% |
| April 30, 2024 | 40.10% |
| March 31, 2024 | 40.10% |
| February 29, 2024 | 40.10% |
| January 31, 2024 | 40.10% |
| December 31, 2023 | 40.10% |
| November 30, 2023 | 40.10% |
| October 31, 2023 | 40.10% |
| September 30, 2023 | 38.15% |
| August 31, 2023 | 38.15% |
| July 31, 2023 | 38.15% |
| June 30, 2023 | 38.15% |
| May 31, 2023 | 38.15% |
| April 30, 2023 | 38.15% |
| March 31, 2023 | 38.15% |
| February 28, 2023 | 38.15% |
| January 31, 2023 | 38.15% |
| December 31, 2022 | 38.15% |
| November 30, 2022 | 38.15% |
| October 31, 2022 | 38.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.98% |
| August 31, 2022 | 36.84% |
| July 31, 2022 | 36.84% |
| June 30, 2022 | 36.84% |
| May 31, 2022 | 36.84% |
| April 30, 2022 | 36.84% |
| March 31, 2022 | 36.84% |
| February 28, 2022 | 36.84% |
| January 31, 2022 | 36.84% |
| December 31, 2021 | 36.84% |
| November 30, 2021 | 36.84% |
| October 31, 2021 | 36.84% |
| September 30, 2021 | 36.84% |
| August 31, 2021 | 36.84% |
| July 31, 2021 | 36.84% |
| June 30, 2021 | 36.84% |
| May 31, 2021 | 36.84% |
| April 30, 2021 | 36.84% |
| March 31, 2021 | 36.84% |
| February 28, 2021 | 36.84% |
| January 31, 2021 | 36.84% |
| December 31, 2020 | 36.84% |
| November 30, 2020 | 36.84% |
| October 31, 2020 | 36.84% |
| September 30, 2020 | 36.84% |
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
11.06%
Minimum
Nov 2019
40.10%
Maximum
Oct 2023
36.13%
Average
36.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.526 |
| Beta (5Y) | 0.9933 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.075 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9829 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.92% |
| Historical Sharpe Ratio (5Y) | 0.1233 |
| Historical Sortino (5Y) | 0.1583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |