iPath® Bloomberg Ind Metals SubTR ETN (JJMTF)
33.14
0.00 (0.00%)
USD |
OTCM |
Apr 23, 16:00
JJMTF Max Drawdown (5Y): 44.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 44.27% |
| February 29, 2024 | 44.27% |
| January 31, 2024 | 44.27% |
| December 31, 2023 | 44.27% |
| November 30, 2023 | 44.27% |
| October 31, 2023 | 44.27% |
| September 30, 2023 | 44.27% |
| August 31, 2023 | 44.27% |
| July 31, 2023 | 44.27% |
| June 30, 2023 | 44.27% |
| May 31, 2023 | 44.27% |
| April 30, 2023 | 44.27% |
| March 31, 2023 | 44.27% |
| February 28, 2023 | 44.27% |
| January 31, 2023 | 44.27% |
| December 31, 2022 | 44.27% |
| November 30, 2022 | 44.27% |
| October 31, 2022 | 44.27% |
| September 30, 2022 | 44.27% |
| August 31, 2022 | 44.27% |
| July 31, 2022 | 44.27% |
| June 30, 2022 | 44.27% |
| May 31, 2022 | 44.27% |
| April 30, 2022 | 44.27% |
| March 31, 2022 | 44.27% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.27% |
| January 31, 2022 | 44.27% |
| December 31, 2021 | 44.27% |
| November 30, 2021 | 44.27% |
| October 31, 2021 | 44.27% |
| September 30, 2021 | 44.27% |
| August 31, 2021 | 45.13% |
| July 31, 2021 | 48.49% |
| June 30, 2021 | 49.72% |
| May 31, 2021 | 49.72% |
| April 30, 2021 | 51.05% |
| March 31, 2021 | 55.31% |
| February 28, 2021 | 59.62% |
| January 31, 2021 | 59.69% |
| December 31, 2020 | 59.69% |
| November 30, 2020 | 61.73% |
| October 31, 2020 | 63.69% |
| September 30, 2020 | 63.69% |
| August 31, 2020 | 63.69% |
| July 31, 2020 | 63.69% |
| June 30, 2020 | 63.69% |
| May 31, 2020 | 63.69% |
| April 30, 2020 | 63.69% |
| March 31, 2020 | 63.69% |
| February 29, 2020 | 63.69% |
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
44.27%
Minimum
Sep 2021
63.69%
Maximum
Apr 2019
52.05%
Average
44.27%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.186 |
| Beta (5Y) | 1.515 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.186 |
| Beta (vs YCharts Benchmark) (5Y) | 1.515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.31% |
| Historical Sharpe Ratio (5Y) | 0.0581 |
| Historical Sortino (5Y) | 0.1062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |