UBS AG FI Enhanced Large Cap Growth ETN (FBGX)
854.46
+0.78
(+0.09%)
USD |
NYSEARCA |
May 31, 16:00
838.00
-16.46
(-1.93%)
Pre-Market: 20:00
FBGX Max Drawdown (5Y): 59.88% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 59.88% |
April 30, 2024 | 59.88% |
March 31, 2024 | 59.88% |
February 29, 2024 | 59.88% |
January 31, 2024 | 59.88% |
December 31, 2023 | 59.88% |
November 30, 2023 | 59.88% |
October 31, 2023 | 59.88% |
September 30, 2023 | 59.88% |
August 31, 2023 | 59.88% |
July 31, 2023 | 59.88% |
June 30, 2023 | 59.88% |
May 31, 2023 | 59.88% |
April 30, 2023 | 59.88% |
March 31, 2023 | 59.88% |
February 28, 2023 | 59.88% |
January 31, 2023 | 59.88% |
December 31, 2022 | 59.88% |
November 30, 2022 | 59.88% |
October 31, 2022 | 59.36% |
September 30, 2022 | 58.71% |
August 31, 2022 | 58.71% |
July 31, 2022 | 58.71% |
June 30, 2022 | 58.71% |
May 31, 2022 | 55.32% |
Date | Value |
---|---|
April 30, 2022 | 55.32% |
March 31, 2022 | 55.32% |
February 28, 2022 | 55.32% |
January 31, 2022 | 55.32% |
December 31, 2021 | 55.32% |
November 30, 2021 | 55.32% |
October 31, 2021 | 55.32% |
September 30, 2021 | 55.32% |
August 31, 2021 | 55.32% |
July 31, 2021 | 55.32% |
June 30, 2021 | 55.32% |
May 31, 2021 | 55.32% |
April 30, 2021 | 55.32% |
March 31, 2021 | 55.32% |
February 28, 2021 | 55.32% |
January 31, 2021 | 55.32% |
December 31, 2020 | 55.32% |
November 30, 2020 | 55.32% |
October 31, 2020 | 55.32% |
September 30, 2020 | 55.32% |
August 31, 2020 | 55.32% |
July 31, 2020 | 55.32% |
June 30, 2020 | 55.32% |
May 31, 2020 | 55.32% |
April 30, 2020 | 55.32% |
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
44.45%
Minimum
Jun 2019
59.88%
Maximum
Nov 2022
55.43%
Average
55.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.139 |
Beta (5Y) | 2.195 |
Alpha (vs YCharts Benchmark) (5Y) | -7.882 |
Beta (vs YCharts Benchmark) (5Y) | 2.016 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.31% |
Historical Sharpe Ratio (5Y) | 0.6221 |
Historical Sortino (5Y) | 0.8278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.84% |