Pacer Trendpilot™ US Mid Cap ETF (PTMC)
34.34
+0.42
(+1.24%)
USD |
BATS |
May 02, 16:00
34.33
-0.01
(-0.03%)
After-Hours: 20:00
PTMC Max Drawdown (5Y): 20.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 20.53% |
| March 31, 2024 | 20.53% |
| February 29, 2024 | 20.53% |
| January 31, 2024 | 20.53% |
| December 31, 2023 | 20.53% |
| November 30, 2023 | 20.53% |
| October 31, 2023 | 20.53% |
| September 30, 2023 | 20.53% |
| August 31, 2023 | 20.53% |
| July 31, 2023 | 20.53% |
| June 30, 2023 | 20.53% |
| May 31, 2023 | 20.53% |
| April 30, 2023 | 20.53% |
| March 31, 2023 | 20.53% |
| February 28, 2023 | 20.53% |
| January 31, 2023 | 20.53% |
| December 31, 2022 | 20.53% |
| November 30, 2022 | 20.53% |
| October 31, 2022 | 20.53% |
| September 30, 2022 | 20.53% |
| August 31, 2022 | 20.53% |
| July 31, 2022 | 20.53% |
| June 30, 2022 | 20.53% |
| May 31, 2022 | 20.53% |
| April 30, 2022 | 20.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 20.53% |
| February 28, 2022 | 20.53% |
| January 31, 2022 | 20.53% |
| December 31, 2021 | 20.53% |
| November 30, 2021 | 20.53% |
| October 31, 2021 | 20.53% |
| September 30, 2021 | 20.53% |
| August 31, 2021 | 20.53% |
| July 31, 2021 | 20.53% |
| June 30, 2021 | 20.53% |
| May 31, 2021 | 20.53% |
| April 30, 2021 | 20.53% |
| March 31, 2021 | 20.53% |
| February 28, 2021 | 20.53% |
| January 31, 2021 | 20.53% |
| December 31, 2020 | 20.53% |
| November 30, 2020 | 20.53% |
| October 31, 2020 | 20.53% |
| September 30, 2020 | 20.53% |
| August 31, 2020 | 20.25% |
| July 31, 2020 | 20.25% |
| June 30, 2020 | 20.25% |
| May 31, 2020 | 17.95% |
| April 30, 2020 | 17.95% |
| March 31, 2020 | 17.95% |
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
14.97%
Minimum
May 2019
20.53%
Maximum
Sep 2020
19.75%
Average
20.53%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.004 |
| Beta (5Y) | 0.4249 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.947 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.53% |
| Historical Sharpe Ratio (5Y) | 0.0583 |
| Historical Sortino (5Y) | 0.0853 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.94% |