JPMorgan USD Emerging Mkts Svr Bd ETF (JPMB)
38.08
-0.14
(-0.37%)
USD |
NYSEARCA |
Apr 25, 16:00
38.08
0.00 (0.00%)
After-Hours: 20:00
JPMB Max Drawdown (5Y): 26.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 26.33% |
February 29, 2024 | 26.33% |
January 31, 2024 | 26.33% |
December 31, 2023 | 26.33% |
November 30, 2023 | 26.33% |
October 31, 2023 | 26.33% |
September 30, 2023 | 26.33% |
August 31, 2023 | 26.33% |
July 31, 2023 | 26.33% |
June 30, 2023 | 26.33% |
May 31, 2023 | 26.33% |
April 30, 2023 | 26.33% |
March 31, 2023 | 26.33% |
February 28, 2023 | 26.33% |
January 31, 2023 | 26.33% |
December 31, 2022 | 26.33% |
November 30, 2022 | 26.33% |
October 31, 2022 | 26.33% |
September 30, 2022 | 26.33% |
August 31, 2022 | 26.33% |
July 31, 2022 | 26.33% |
June 30, 2022 | 26.33% |
May 31, 2022 | 26.33% |
April 30, 2022 | 26.33% |
March 31, 2022 | 26.33% |
Date | Value |
---|---|
February 28, 2022 | 26.33% |
January 31, 2022 | 26.33% |
December 31, 2021 | 26.33% |
November 30, 2021 | 26.33% |
October 31, 2021 | 26.33% |
September 30, 2021 | 26.33% |
August 31, 2021 | 26.33% |
July 31, 2021 | 26.33% |
June 30, 2021 | 26.33% |
May 31, 2021 | 26.33% |
April 30, 2021 | 26.33% |
March 31, 2021 | 26.33% |
February 28, 2021 | 26.33% |
January 31, 2021 | 26.33% |
December 31, 2020 | 26.33% |
November 30, 2020 | 26.33% |
October 31, 2020 | 26.33% |
September 30, 2020 | 26.33% |
August 31, 2020 | 26.33% |
July 31, 2020 | 26.33% |
June 30, 2020 | 26.33% |
May 31, 2020 | 26.33% |
April 30, 2020 | 26.33% |
March 31, 2020 | 26.33% |
February 29, 2020 | 7.39% |
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
7.39%
Minimum
Apr 2019
26.33%
Maximum
Mar 2020
22.85%
Average
26.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9743 |
Beta (5Y) | 1.351 |
Alpha (vs YCharts Benchmark) (5Y) | -0.059 |
Beta (vs YCharts Benchmark) (5Y) | 1.272 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.08% |
Historical Sharpe Ratio (5Y) | -0.0942 |
Historical Sortino (5Y) | -0.0984 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.76% |