JPMorgan Ultra-Short Income ETF (JPST)
50.36
+0.02
(+0.04%)
USD |
NYSEARCA |
Apr 22, 16:00
50.36
0.00 (0.00%)
After-Hours: 20:00
JPST Max Drawdown (5Y): 3.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 3.28% |
February 29, 2024 | 3.28% |
January 31, 2024 | 3.28% |
December 31, 2023 | 3.28% |
November 30, 2023 | 3.28% |
October 31, 2023 | 3.28% |
September 30, 2023 | 3.28% |
August 31, 2023 | 3.28% |
July 31, 2023 | 3.28% |
June 30, 2023 | 3.28% |
May 31, 2023 | 3.28% |
April 30, 2023 | 3.28% |
March 31, 2023 | 3.28% |
February 28, 2023 | 3.28% |
January 31, 2023 | 3.28% |
December 31, 2022 | 3.28% |
November 30, 2022 | 3.28% |
October 31, 2022 | 3.28% |
September 30, 2022 | 3.28% |
August 31, 2022 | 3.28% |
July 31, 2022 | 3.28% |
June 30, 2022 | 3.28% |
May 31, 2022 | 3.28% |
April 30, 2022 | 3.28% |
March 31, 2022 | 3.28% |
Date | Value |
---|---|
February 28, 2022 | 3.28% |
January 31, 2022 | 3.28% |
December 31, 2021 | 3.28% |
November 30, 2021 | 3.28% |
October 31, 2021 | 3.28% |
September 30, 2021 | 3.28% |
August 31, 2021 | 3.28% |
July 31, 2021 | 3.28% |
June 30, 2021 | 3.28% |
May 31, 2021 | 3.28% |
April 30, 2021 | 3.28% |
March 31, 2021 | 3.28% |
February 28, 2021 | 3.28% |
January 31, 2021 | 3.28% |
December 31, 2020 | 3.28% |
November 30, 2020 | 3.28% |
October 31, 2020 | 3.28% |
September 30, 2020 | 3.28% |
August 31, 2020 | 3.28% |
July 31, 2020 | 3.28% |
June 30, 2020 | 3.28% |
May 31, 2020 | 3.28% |
April 30, 2020 | 3.28% |
March 31, 2020 | 3.28% |
February 29, 2020 | 0.28% |
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
0.28%
Minimum
Apr 2019
3.28%
Maximum
Mar 2020
2.73%
Average
3.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5494 |
Beta (5Y) | 0.0785 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5494 |
Beta (vs YCharts Benchmark) (5Y) | 0.0785 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.41% |
Historical Sharpe Ratio (5Y) | 0.2993 |
Historical Sortino (5Y) | 0.2277 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.15% |