LeaderSharesTM AlphaFactor® US Cr Eq ETF (LSAF)
38.15
+0.35
(+0.93%)
USD |
NYSEARCA |
May 31, 16:00
LSAF Max Drawdown (5Y): 41.68% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 41.68% |
April 30, 2024 | 41.68% |
March 31, 2024 | 41.68% |
February 29, 2024 | 41.68% |
January 31, 2024 | 41.68% |
December 31, 2023 | 41.68% |
November 30, 2023 | 41.68% |
October 31, 2023 | 41.68% |
September 30, 2023 | 41.68% |
August 31, 2023 | 41.68% |
July 31, 2023 | 41.68% |
June 30, 2023 | 41.68% |
May 31, 2023 | 41.68% |
April 30, 2023 | 41.68% |
March 31, 2023 | 41.68% |
February 28, 2023 | 41.68% |
January 31, 2023 | 41.68% |
December 31, 2022 | 41.68% |
November 30, 2022 | 41.68% |
October 31, 2022 | 41.68% |
September 30, 2022 | 41.68% |
August 31, 2022 | 41.68% |
July 31, 2022 | 41.68% |
June 30, 2022 | 41.68% |
May 31, 2022 | 41.68% |
Date | Value |
---|---|
April 30, 2022 | 41.68% |
March 31, 2022 | 41.68% |
February 28, 2022 | 41.68% |
January 31, 2022 | 41.68% |
December 31, 2021 | 41.68% |
November 30, 2021 | 41.68% |
October 31, 2021 | 41.68% |
September 30, 2021 | 41.68% |
August 31, 2021 | 41.68% |
July 31, 2021 | 41.68% |
June 30, 2021 | 41.68% |
May 31, 2021 | 41.68% |
April 30, 2021 | 41.68% |
March 31, 2021 | 41.68% |
February 28, 2021 | 41.68% |
January 31, 2021 | 41.68% |
December 31, 2020 | 41.68% |
November 30, 2020 | 41.68% |
October 31, 2020 | 41.68% |
September 30, 2020 | 41.68% |
August 31, 2020 | 41.68% |
July 31, 2020 | 41.68% |
June 30, 2020 | 41.68% |
May 31, 2020 | 41.68% |
April 30, 2020 | 41.68% |
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
20.74%
Minimum
Jun 2019
41.68%
Maximum
Mar 2020
38.54%
Average
41.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.458 |
Beta (5Y) | 1.087 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6953 |
Beta (vs YCharts Benchmark) (5Y) | 0.9745 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.08% |
Historical Sharpe Ratio (5Y) | 0.4273 |
Historical Sortino (5Y) | 0.4603 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.38% |