Innovator US Equity Power Buff ETF™ Jan (PJAN)
39.64
+0.12
(+0.30%)
USD |
BATS |
May 31, 16:00
39.45
-0.19
(-0.48%)
After-Hours: 20:00
PJAN Max Drawdown (5Y): 21.25% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 21.25% |
April 30, 2024 | 21.25% |
March 31, 2024 | 21.25% |
February 29, 2024 | 21.25% |
January 31, 2024 | 21.25% |
December 31, 2023 | 21.25% |
November 30, 2023 | 21.25% |
October 31, 2023 | 21.25% |
September 30, 2023 | 21.25% |
August 31, 2023 | 21.25% |
July 31, 2023 | 21.25% |
June 30, 2023 | 21.25% |
May 31, 2023 | 21.25% |
April 30, 2023 | 21.25% |
March 31, 2023 | 21.25% |
February 28, 2023 | 21.25% |
January 31, 2023 | 21.25% |
December 31, 2022 | 21.25% |
November 30, 2022 | 21.25% |
October 31, 2022 | 21.25% |
September 30, 2022 | 21.25% |
August 31, 2022 | 21.25% |
July 31, 2022 | 21.25% |
June 30, 2022 | 21.25% |
May 31, 2022 | 21.25% |
Date | Value |
---|---|
April 30, 2022 | 21.25% |
March 31, 2022 | 21.25% |
February 28, 2022 | 21.25% |
January 31, 2022 | 21.25% |
December 31, 2021 | 21.25% |
November 30, 2021 | 21.25% |
October 31, 2021 | 21.25% |
September 30, 2021 | 21.25% |
August 31, 2021 | 21.25% |
July 31, 2021 | 21.25% |
June 30, 2021 | 21.25% |
May 31, 2021 | 21.25% |
April 30, 2021 | 21.25% |
March 31, 2021 | 21.25% |
February 28, 2021 | 21.25% |
January 31, 2021 | 21.25% |
December 31, 2020 | 21.25% |
November 30, 2020 | 21.25% |
October 31, 2020 | 21.25% |
September 30, 2020 | 21.25% |
August 31, 2020 | 21.25% |
July 31, 2020 | 21.25% |
June 30, 2020 | 21.25% |
May 31, 2020 | 21.25% |
April 30, 2020 | 21.25% |
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
2.28%
Minimum
Jun 2019
21.25%
Maximum
Mar 2020
18.48%
Average
21.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.109 |
Beta (5Y) | 0.5148 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8331 |
Beta (vs YCharts Benchmark) (5Y) | 0.5015 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.35% |
Historical Sharpe Ratio (5Y) | 0.5833 |
Historical Sortino (5Y) | 0.5477 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.89% |