Pacer WealthShield ETF (PWS)
27.94
-0.10
(-0.35%)
USD |
BATS |
Apr 24, 16:00
PWS Max Drawdown (5Y): 24.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 19.61% |
| July 31, 2020 | 19.61% |
| June 30, 2020 | 19.61% |
| May 31, 2020 | 19.61% |
| April 30, 2020 | 19.61% |
| March 31, 2020 | 19.61% |
| February 29, 2020 | 17.64% |
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
14.29%
Minimum
Apr 2019
24.92%
Maximum
May 2023
20.04%
Average
19.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.492 |
| Beta (5Y) | 0.3741 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.492 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.69% |
| Historical Sharpe Ratio (5Y) | 0.2672 |
| Historical Sortino (5Y) | 0.4151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.58% |