iPath® Bloomberg Copper SubTR ETN (JJCTF)
50.86
+0.98
(+1.96%)
USD |
OTCM |
Apr 18, 16:00
JJCTF Max Drawdown (5Y): 57.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.29% |
| February 29, 2024 | 57.29% |
| January 31, 2024 | 57.29% |
| December 31, 2023 | 57.29% |
| November 30, 2023 | 57.29% |
| October 31, 2023 | 57.29% |
| September 30, 2023 | 57.29% |
| August 31, 2023 | 57.29% |
| July 31, 2023 | 57.29% |
| June 30, 2023 | 57.29% |
| May 31, 2023 | 57.29% |
| April 30, 2023 | 57.29% |
| March 31, 2023 | 57.29% |
| February 28, 2023 | 57.29% |
| January 31, 2023 | 57.29% |
| December 31, 2022 | 57.29% |
| November 30, 2022 | 57.29% |
| October 31, 2022 | 57.29% |
| September 30, 2022 | 57.29% |
| August 31, 2022 | 57.29% |
| July 31, 2022 | 57.29% |
| June 30, 2022 | 57.29% |
| May 31, 2022 | 57.29% |
| April 30, 2022 | 57.29% |
| March 31, 2022 | 57.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.29% |
| January 31, 2022 | 57.29% |
| December 31, 2021 | 57.29% |
| November 30, 2021 | 57.29% |
| October 31, 2021 | 57.29% |
| September 30, 2021 | 57.29% |
| August 31, 2021 | 57.29% |
| July 31, 2021 | 57.29% |
| June 30, 2021 | 57.29% |
| May 31, 2021 | 57.29% |
| April 30, 2021 | 57.29% |
| March 31, 2021 | 57.71% |
| February 28, 2021 | 60.18% |
| January 31, 2021 | 60.18% |
| December 31, 2020 | 60.18% |
| November 30, 2020 | 60.84% |
| October 31, 2020 | 62.90% |
| September 30, 2020 | 62.90% |
| August 31, 2020 | 62.90% |
| July 31, 2020 | 62.90% |
| June 30, 2020 | 62.90% |
| May 31, 2020 | 62.90% |
| April 30, 2020 | 62.90% |
| March 31, 2020 | 62.90% |
| February 29, 2020 | 62.90% |
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
57.29%
Minimum
Apr 2021
62.90%
Maximum
Apr 2019
59.27%
Average
57.29%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1554 |
| Beta (5Y) | 0.9464 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1554 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.10% |
| Historical Sharpe Ratio (5Y) | 0.1342 |
| Historical Sortino (5Y) | 0.216 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.71% |