iPath® B Bloomberg Copper Ttl Ret ETN (JJC)

20.48 -0.09 (-0.44%) USD  |  NYSEARCA  |  Feb 06, 14:16

JJC Max Drawdown (5Y): 36.79% for Jan. 31, 2023

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 36.79%
December 31, 2022 36.79%
November 30, 2022 36.79%
October 31, 2022 36.79%
September 30, 2022 36.79%
August 31, 2022 36.79%
Date Value
July 31, 2022 36.79%
June 30, 2022 36.79%
May 31, 2022 36.79%
April 30, 2022 36.79%
March 31, 2022 36.79%
February 28, 2022 36.79%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

36.79%
Minimum
Feb 2022
36.79%
Maximum
Feb 2022
36.79%
Average
36.79%
Median
Feb 2022

Max Drawdown (5Y) Benchmarks

iPath® Bloomberg Copper SubTR ETN 57.29%
UBS ETRACS S&P GSCI Crd OilTtl Rt ETN --
iPath® B Bloomberg Aluminum Ttl Ret ETN 45.93%
iPath® B Bloomberg Cotton Ttl Ret ETN 49.41%
iPath® B Bloomberg Indl Mtls Ttl Ret ETN 45.65%

Max Drawdown (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.30%
Historical Sharpe Ratio (5Y) 0.2809
Historical Sortino (5Y) 0.3961
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.56%