Pacer Trendpilot Fund of Funds ETF (TRND)
34.07
+0.18
(+0.54%)
USD |
NYSEARCA |
Nov 25, 16:00
34.06
-0.01
(-0.03%)
After-Hours: 20:00
TRND Max Drawdown (5Y): 17.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.88% |
| September 30, 2024 | 17.88% |
| August 31, 2024 | 17.88% |
| July 31, 2024 | 17.88% |
| June 30, 2024 | 17.88% |
| May 31, 2024 | 17.88% |
| April 30, 2024 | 17.88% |
| March 31, 2024 | 17.88% |
| February 29, 2024 | 17.88% |
| January 31, 2024 | 17.88% |
| December 31, 2023 | 17.88% |
| November 30, 2023 | 17.88% |
| October 31, 2023 | 17.88% |
| September 30, 2023 | 17.88% |
| August 31, 2023 | 17.88% |
| July 31, 2023 | 17.88% |
| June 30, 2023 | 17.88% |
| May 31, 2023 | 17.88% |
| April 30, 2023 | 17.88% |
| March 31, 2023 | 17.88% |
| February 28, 2023 | 17.88% |
| January 31, 2023 | 17.88% |
| December 31, 2022 | 17.88% |
| November 30, 2022 | 17.88% |
| October 31, 2022 | 17.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.88% |
| August 31, 2022 | 17.88% |
| July 31, 2022 | 17.88% |
| June 30, 2022 | 17.88% |
| May 31, 2022 | 17.88% |
| April 30, 2022 | 17.88% |
| March 31, 2022 | 17.88% |
| February 28, 2022 | 17.88% |
| January 31, 2022 | 17.88% |
| December 31, 2021 | 17.88% |
| November 30, 2021 | 17.88% |
| October 31, 2021 | 17.88% |
| September 30, 2021 | 17.88% |
| August 31, 2021 | 17.88% |
| July 31, 2021 | 17.88% |
| June 30, 2021 | 17.88% |
| May 31, 2021 | 17.88% |
| April 30, 2021 | 17.88% |
| March 31, 2021 | 17.88% |
| February 28, 2021 | 17.88% |
| January 31, 2021 | 17.88% |
| December 31, 2020 | 17.88% |
| November 30, 2020 | 17.88% |
| October 31, 2020 | 17.88% |
| September 30, 2020 | 17.88% |
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
6.44%
Minimum
Nov 2019
17.88%
Maximum
Mar 2020
17.21%
Average
17.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares S&P 500® ex-Health Care | 34.34% |
| ProShares S&P 500® ex-Financials | 32.10% |
| ProShares S&P 500® ex-Energy | 32.27% |
| Siren DIVCON Leaders Dividend ETF | 32.19% |
| VanEck Lg/Flat Trend ETF | 35.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.385 |
| Beta (5Y) | 0.5046 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.385 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.58% |
| Historical Sharpe Ratio (5Y) | 0.3905 |
| Historical Sortino (5Y) | 0.4428 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.08% |