Renaissance IPO ETF (IPO)
39.66
+0.38
(+0.97%)
USD |
NYSEARCA |
May 17, 16:00
39.68
+0.02
(+0.05%)
After-Hours: 20:00
IPO Max Drawdown (5Y): 68.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.76% |
March 31, 2024 | 68.76% |
February 29, 2024 | 68.76% |
January 31, 2024 | 68.76% |
December 31, 2023 | 68.76% |
November 30, 2023 | 68.76% |
October 31, 2023 | 68.76% |
September 30, 2023 | 68.76% |
August 31, 2023 | 68.76% |
July 31, 2023 | 68.76% |
June 30, 2023 | 68.76% |
May 31, 2023 | 68.76% |
April 30, 2023 | 68.76% |
March 31, 2023 | 68.76% |
February 28, 2023 | 68.76% |
January 31, 2023 | 68.76% |
December 31, 2022 | 68.76% |
November 30, 2022 | 67.70% |
October 31, 2022 | 65.13% |
September 30, 2022 | 64.30% |
August 31, 2022 | 64.30% |
July 31, 2022 | 64.30% |
June 30, 2022 | 64.30% |
May 31, 2022 | 64.30% |
April 30, 2022 | 53.25% |
Date | Value |
---|---|
March 31, 2022 | 52.70% |
February 28, 2022 | 45.47% |
January 31, 2022 | 45.47% |
December 31, 2021 | 38.47% |
November 30, 2021 | 38.47% |
October 31, 2021 | 38.47% |
September 30, 2021 | 38.47% |
August 31, 2021 | 38.47% |
July 31, 2021 | 38.47% |
June 30, 2021 | 38.47% |
May 31, 2021 | 38.47% |
April 30, 2021 | 38.47% |
March 31, 2021 | 38.47% |
February 28, 2021 | 38.47% |
January 31, 2021 | 38.47% |
December 31, 2020 | 38.47% |
November 30, 2020 | 38.47% |
October 31, 2020 | 38.47% |
September 30, 2020 | 38.47% |
August 31, 2020 | 38.47% |
July 31, 2020 | 38.47% |
June 30, 2020 | 38.47% |
May 31, 2020 | 38.47% |
April 30, 2020 | 38.47% |
March 31, 2020 | 38.47% |
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
36.73%
Minimum
May 2019
68.76%
Maximum
Dec 2022
50.57%
Average
38.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.41 |
Beta (5Y) | 1.249 |
Alpha (vs YCharts Benchmark) (5Y) | -6.512 |
Beta (vs YCharts Benchmark) (5Y) | 1.145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.63% |
Historical Sharpe Ratio (5Y) | 0.0412 |
Historical Sortino (5Y) | 0.0624 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.06% |