Pacer WealthShield ETF (PWS)
31.36
+0.13
(+0.43%)
USD |
BATS |
Nov 25, 16:00
PWS Max Drawdown (5Y): 24.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 24.92% |
| September 30, 2024 | 24.92% |
| August 31, 2024 | 24.92% |
| July 31, 2024 | 24.92% |
| June 30, 2024 | 24.92% |
| May 31, 2024 | 24.92% |
| April 30, 2024 | 24.92% |
| March 31, 2024 | 24.92% |
| February 29, 2024 | 24.92% |
| January 31, 2024 | 24.92% |
| December 31, 2023 | 24.92% |
| November 30, 2023 | 24.92% |
| October 31, 2023 | 24.92% |
| September 30, 2023 | 24.92% |
| August 31, 2023 | 24.92% |
| July 31, 2023 | 24.92% |
| June 30, 2023 | 24.92% |
| May 31, 2023 | 24.92% |
| April 30, 2023 | 22.38% |
| March 31, 2023 | 22.38% |
| February 28, 2023 | 19.61% |
| January 31, 2023 | 19.61% |
| December 31, 2022 | 19.61% |
| November 30, 2022 | 19.61% |
| October 31, 2022 | 19.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 19.61% |
| August 31, 2022 | 19.61% |
| July 31, 2022 | 19.61% |
| June 30, 2022 | 19.61% |
| May 31, 2022 | 19.61% |
| April 30, 2022 | 19.61% |
| March 31, 2022 | 19.61% |
| February 28, 2022 | 19.61% |
| January 31, 2022 | 19.61% |
| December 31, 2021 | 19.61% |
| November 30, 2021 | 19.61% |
| October 31, 2021 | 19.61% |
| September 30, 2021 | 19.61% |
| August 31, 2021 | 19.61% |
| July 31, 2021 | 19.61% |
| June 30, 2021 | 19.61% |
| May 31, 2021 | 19.61% |
| April 30, 2021 | 19.61% |
| March 31, 2021 | 19.61% |
| February 28, 2021 | 19.61% |
| January 31, 2021 | 19.61% |
| December 31, 2020 | 19.61% |
| November 30, 2020 | 19.61% |
| October 31, 2020 | 19.61% |
| September 30, 2020 | 19.61% |
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
17.64%
Minimum
Nov 2019
24.92%
Maximum
May 2023
21.16%
Average
19.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8500 |
| Beta (5Y) | 0.3939 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.392 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6578 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.12% |
| Historical Sharpe Ratio (5Y) | 0.3229 |
| Historical Sortino (5Y) | 0.5147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.72% |