iPath® Bloomberg Softs SubTR ETN (JJSSF)
22.94
0.00 (0.00%)
USD |
NYSEARCA |
May 02, 16:00
JJSSF Max Drawdown (5Y): 51.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.98% |
March 31, 2024 | 52.42% |
February 29, 2024 | 54.39% |
January 31, 2024 | 54.39% |
December 31, 2023 | 56.49% |
November 30, 2023 | 56.49% |
October 31, 2023 | 57.98% |
September 30, 2023 | 57.98% |
August 31, 2023 | 57.98% |
July 31, 2023 | 57.98% |
June 30, 2023 | 59.20% |
May 31, 2023 | 59.20% |
April 30, 2023 | 59.20% |
March 31, 2023 | 59.20% |
February 28, 2023 | 59.20% |
January 31, 2023 | 59.20% |
December 31, 2022 | 59.20% |
November 30, 2022 | 59.20% |
October 31, 2022 | 59.20% |
September 30, 2022 | 59.20% |
August 31, 2022 | 59.20% |
July 31, 2022 | 59.20% |
June 30, 2022 | 59.20% |
May 31, 2022 | 59.20% |
April 30, 2022 | 59.20% |
Date | Value |
---|---|
March 31, 2022 | 59.20% |
February 28, 2022 | 59.20% |
January 31, 2022 | 59.20% |
December 31, 2021 | 59.20% |
November 30, 2021 | 59.20% |
October 31, 2021 | 59.20% |
September 30, 2021 | 59.20% |
August 31, 2021 | 59.20% |
July 31, 2021 | 59.20% |
June 30, 2021 | 59.20% |
May 31, 2021 | 59.20% |
April 30, 2021 | 59.20% |
March 31, 2021 | 59.20% |
February 28, 2021 | 60.68% |
January 31, 2021 | 62.67% |
December 31, 2020 | 62.67% |
November 30, 2020 | 65.18% |
October 31, 2020 | 65.94% |
September 30, 2020 | 65.97% |
August 31, 2020 | 66.38% |
July 31, 2020 | 66.90% |
June 30, 2020 | 70.43% |
May 31, 2020 | 70.43% |
April 30, 2020 | 70.43% |
March 31, 2020 | 70.43% |
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
51.98%
Minimum
Apr 2024
70.43%
Maximum
May 2019
61.97%
Average
59.20%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.412 |
Beta (5Y) | -0.003 |
Alpha (vs YCharts Benchmark) (5Y) | -2.412 |
Beta (vs YCharts Benchmark) (5Y) | -0.003 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.97% |
Historical Sharpe Ratio (5Y) | -2.506 |
Historical Sortino (5Y) | -2.506 |