Goldman Sachs JUST US Large Cap Eq ETF (JUST)
72.24
-0.26
(-0.36%)
USD |
NYSEARCA |
Apr 25, 16:00
JUST Max Drawdown (5Y): 33.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.83% |
February 29, 2024 | 33.83% |
January 31, 2024 | 33.83% |
December 31, 2023 | 33.83% |
November 30, 2023 | 33.83% |
October 31, 2023 | 33.83% |
September 30, 2023 | 33.83% |
August 31, 2023 | 33.83% |
July 31, 2023 | 33.83% |
June 30, 2023 | 33.83% |
May 31, 2023 | 33.83% |
April 30, 2023 | 33.83% |
March 31, 2023 | 33.83% |
February 28, 2023 | 33.83% |
January 31, 2023 | 33.83% |
December 31, 2022 | 33.83% |
November 30, 2022 | 33.83% |
October 31, 2022 | 33.83% |
September 30, 2022 | 33.83% |
August 31, 2022 | 33.83% |
July 31, 2022 | 33.83% |
June 30, 2022 | 33.83% |
May 31, 2022 | 33.83% |
April 30, 2022 | 33.83% |
March 31, 2022 | 33.83% |
Date | Value |
---|---|
February 28, 2022 | 33.83% |
January 31, 2022 | 33.83% |
December 31, 2021 | 33.83% |
November 30, 2021 | 33.83% |
October 31, 2021 | 33.83% |
September 30, 2021 | 33.83% |
August 31, 2021 | 33.83% |
July 31, 2021 | 33.83% |
June 30, 2021 | 33.83% |
May 31, 2021 | 33.83% |
April 30, 2021 | 33.83% |
March 31, 2021 | 33.83% |
February 28, 2021 | 33.83% |
January 31, 2021 | 33.83% |
December 31, 2020 | 33.83% |
November 30, 2020 | 33.83% |
October 31, 2020 | 33.83% |
September 30, 2020 | 33.83% |
August 31, 2020 | 33.83% |
July 31, 2020 | 33.83% |
June 30, 2020 | 33.83% |
May 31, 2020 | 33.83% |
April 30, 2020 | 33.83% |
March 31, 2020 | 33.83% |
February 29, 2020 | 19.71% |
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
19.71%
Minimum
Apr 2019
33.83%
Maximum
Mar 2020
31.25%
Average
33.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FlexShares STOXX US ESG Select ETF | 32.52% |
AXS Change Finance ESG ETF | 35.50% |
Invesco Bloomberg Pricing Power ETF | 36.53% |
WisdomTree US Earnings 500 ETF | 35.79% |
ProShares Large Cap Core Plus | 36.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1521 |
Beta (5Y) | 0.9959 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1521 |
Beta (vs YCharts Benchmark) (5Y) | 0.9959 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.82% |
Historical Sharpe Ratio (5Y) | 0.6827 |
Historical Sortino (5Y) | 0.7397 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.02% |