Pacer Benchmark Industrial RE SCTR ETF (INDS)
36.15
+0.38
(+1.05%)
USD |
NYSEARCA |
Apr 23, 16:00
36.15
0.00 (0.00%)
After-Hours: 16:45
INDS Max Drawdown (5Y): 40.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 36.84% |
| July 31, 2020 | 36.84% |
| June 30, 2020 | 36.84% |
| May 31, 2020 | 36.84% |
| April 30, 2020 | 36.84% |
| March 31, 2020 | 36.84% |
| February 29, 2020 | 13.30% |
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
Apr 2019
40.10%
Maximum
Oct 2023
32.74%
Average
36.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.06 |
| Beta (5Y) | 0.9298 |
| Alpha (vs YCharts Benchmark) (5Y) | 5.311 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9541 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.43% |
| Historical Sharpe Ratio (5Y) | 0.2992 |
| Historical Sortino (5Y) | 0.3692 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.99% |