JPMorgan Core Plus Bond ETF (JCPB)
48.32
+0.12
(+0.25%)
USD |
BATS |
Sep 27, 16:00
48.32
0.00 (0.00%)
After-Hours: 20:00
JCPB Max Drawdown (5Y): 16.68% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 16.68% |
July 31, 2024 | 16.68% |
June 30, 2024 | 16.68% |
May 31, 2024 | 16.68% |
April 30, 2024 | 16.68% |
March 31, 2024 | 16.68% |
February 29, 2024 | 16.68% |
January 31, 2024 | 16.68% |
December 31, 2023 | 16.68% |
November 30, 2023 | 16.68% |
October 31, 2023 | 16.68% |
September 30, 2023 | 16.68% |
August 31, 2023 | 16.68% |
July 31, 2023 | 16.68% |
June 30, 2023 | 16.68% |
May 31, 2023 | 16.68% |
April 30, 2023 | 16.68% |
March 31, 2023 | 16.68% |
February 28, 2023 | 16.68% |
January 31, 2023 | 16.68% |
December 31, 2022 | 16.68% |
November 30, 2022 | 16.68% |
October 31, 2022 | 16.68% |
September 30, 2022 | 15.22% |
August 31, 2022 | 13.09% |
Date | Value |
---|---|
July 31, 2022 | 13.09% |
June 30, 2022 | 13.09% |
May 31, 2022 | 10.87% |
April 30, 2022 | 9.74% |
March 31, 2022 | 7.03% |
February 28, 2022 | 6.03% |
January 31, 2022 | 6.03% |
December 31, 2021 | 6.03% |
November 30, 2021 | 6.03% |
October 31, 2021 | 6.03% |
September 30, 2021 | 6.03% |
August 31, 2021 | 6.03% |
July 31, 2021 | 6.03% |
June 30, 2021 | 6.03% |
May 31, 2021 | 6.03% |
April 30, 2021 | 6.03% |
March 31, 2021 | 6.03% |
February 28, 2021 | 6.03% |
January 31, 2021 | 6.03% |
December 31, 2020 | 6.03% |
November 30, 2020 | 6.03% |
October 31, 2020 | 6.03% |
September 30, 2020 | 6.03% |
August 31, 2020 | 6.03% |
July 31, 2020 | 6.03% |
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
2.12%
Minimum
Sep 2019
16.68%
Maximum
Oct 2022
10.39%
Average
6.53%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.088 |
Beta (5Y) | 0.9782 |
Alpha (vs YCharts Benchmark) (5Y) | 1.088 |
Beta (vs YCharts Benchmark) (5Y) | 0.9782 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.08% |
Historical Sharpe Ratio (5Y) | -0.1917 |
Historical Sortino (5Y) | -0.3048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.88% |