iPath® GEMS ETN (JEMTF)
15.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
JEMTF Max Drawdown (5Y): 62.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.77% |
| March 31, 2024 | 62.77% |
| February 29, 2024 | 62.77% |
| January 31, 2024 | 62.77% |
| December 31, 2023 | 62.77% |
| November 30, 2023 | 62.77% |
| October 31, 2023 | 62.77% |
| September 30, 2023 | 62.77% |
| August 31, 2023 | 62.77% |
| July 31, 2023 | 62.77% |
| June 30, 2023 | 62.77% |
| May 31, 2023 | 62.77% |
| April 30, 2023 | 62.77% |
| March 31, 2023 | 62.77% |
| February 28, 2023 | 62.77% |
| January 31, 2023 | 62.77% |
| December 31, 2022 | 62.77% |
| November 30, 2022 | 62.77% |
| October 31, 2022 | 62.77% |
| September 30, 2022 | 62.77% |
| August 31, 2022 | 62.77% |
| July 31, 2022 | 62.77% |
| June 30, 2022 | 62.77% |
| May 31, 2022 | 62.77% |
| April 30, 2022 | 62.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.77% |
| February 28, 2022 | 62.77% |
| January 31, 2022 | 62.77% |
| December 31, 2021 | 62.77% |
| November 30, 2021 | 62.77% |
| October 31, 2021 | 62.77% |
| September 30, 2021 | 62.77% |
| August 31, 2021 | 62.77% |
| July 31, 2021 | 62.77% |
| June 30, 2021 | 62.77% |
| May 31, 2021 | 62.77% |
| April 30, 2021 | 62.77% |
| March 31, 2021 | 62.77% |
| February 28, 2021 | 62.77% |
| January 31, 2021 | 23.36% |
| December 31, 2020 | 24.50% |
| November 30, 2020 | 26.22% |
| October 31, 2020 | 27.15% |
| September 30, 2020 | 27.15% |
| August 31, 2020 | 27.15% |
| July 31, 2020 | 27.15% |
| June 30, 2020 | 27.15% |
| May 31, 2020 | 27.15% |
| April 30, 2020 | 27.15% |
| March 31, 2020 | 27.15% |
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
23.36%
Minimum
Jan 2021
62.77%
Maximum
Feb 2021
50.18%
Average
62.77%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.713 |
| Beta (5Y) | 1.347 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3898 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.92% |
| Historical Sharpe Ratio (5Y) | -0.034 |
| Historical Sortino (5Y) | -0.0182 |