JPMorgan Municipal ETF (JMUB)
50.42
-0.08
(-0.16%)
USD |
BATS |
May 10, 16:00
50.42
0.00 (0.00%)
After-Hours: 18:11
JMUB Max Drawdown (5Y): 12.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 12.50% |
March 31, 2024 | 12.50% |
February 29, 2024 | 12.50% |
January 31, 2024 | 12.50% |
December 31, 2023 | 12.50% |
November 30, 2023 | 12.50% |
October 31, 2023 | 12.50% |
September 30, 2023 | 12.50% |
August 31, 2023 | 12.50% |
July 31, 2023 | 12.50% |
June 30, 2023 | 12.50% |
May 31, 2023 | 12.50% |
April 30, 2023 | 12.50% |
March 31, 2023 | 12.50% |
February 28, 2023 | 12.50% |
January 31, 2023 | 12.50% |
December 31, 2022 | 12.50% |
November 30, 2022 | 12.50% |
October 31, 2022 | 12.50% |
September 30, 2022 | 12.50% |
August 31, 2022 | 12.50% |
July 31, 2022 | 12.50% |
June 30, 2022 | 12.50% |
May 31, 2022 | 12.50% |
April 30, 2022 | 12.50% |
Date | Value |
---|---|
March 31, 2022 | 12.50% |
February 28, 2022 | 12.50% |
January 31, 2022 | 12.50% |
December 31, 2021 | 12.50% |
November 30, 2021 | 12.50% |
October 31, 2021 | 12.50% |
September 30, 2021 | 12.50% |
August 31, 2021 | 12.50% |
July 31, 2021 | 12.50% |
June 30, 2021 | 12.50% |
May 31, 2021 | 12.50% |
April 30, 2021 | 12.50% |
March 31, 2021 | 12.50% |
February 28, 2021 | 12.50% |
January 31, 2021 | 12.50% |
December 31, 2020 | 12.50% |
November 30, 2020 | 12.50% |
October 31, 2020 | 12.50% |
September 30, 2020 | 12.50% |
August 31, 2020 | 12.50% |
July 31, 2020 | 12.50% |
June 30, 2020 | 12.50% |
May 31, 2020 | 12.50% |
April 30, 2020 | 12.50% |
March 31, 2020 | 12.50% |
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
0.48%
Minimum
May 2019
12.50%
Maximum
Mar 2020
10.58%
Average
12.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4329 |
Beta (5Y) | 0.9241 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4329 |
Beta (vs YCharts Benchmark) (5Y) | 0.9241 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.15% |
Historical Sharpe Ratio (5Y) | -0.0474 |
Historical Sortino (5Y) | -0.0612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.65% |