FlexShares Mstar EmgMkts FctTilt ETF (TLTE)
52.50
-0.26
(-0.49%)
USD |
NYSEARCA |
May 31, 16:00
TLTE Max Drawdown (5Y): 44.20% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 44.20% |
April 30, 2024 | 44.20% |
March 31, 2024 | 44.20% |
February 29, 2024 | 44.20% |
January 31, 2024 | 44.20% |
December 31, 2023 | 44.20% |
November 30, 2023 | 44.20% |
October 31, 2023 | 44.20% |
September 30, 2023 | 44.20% |
August 31, 2023 | 44.20% |
July 31, 2023 | 44.20% |
June 30, 2023 | 44.20% |
May 31, 2023 | 44.20% |
April 30, 2023 | 44.20% |
March 31, 2023 | 44.20% |
February 28, 2023 | 44.20% |
January 31, 2023 | 44.20% |
December 31, 2022 | 44.20% |
November 30, 2022 | 44.20% |
October 31, 2022 | 44.20% |
September 30, 2022 | 44.20% |
August 31, 2022 | 44.20% |
July 31, 2022 | 44.20% |
June 30, 2022 | 44.20% |
May 31, 2022 | 44.20% |
Date | Value |
---|---|
April 30, 2022 | 44.20% |
March 31, 2022 | 44.20% |
February 28, 2022 | 44.20% |
January 31, 2022 | 44.20% |
December 31, 2021 | 44.20% |
November 30, 2021 | 44.20% |
October 31, 2021 | 44.20% |
September 30, 2021 | 44.20% |
August 31, 2021 | 44.20% |
July 31, 2021 | 44.20% |
June 30, 2021 | 44.20% |
May 31, 2021 | 44.20% |
April 30, 2021 | 44.20% |
March 31, 2021 | 44.20% |
February 28, 2021 | 44.20% |
January 31, 2021 | 44.20% |
December 31, 2020 | 44.20% |
November 30, 2020 | 44.20% |
October 31, 2020 | 44.20% |
September 30, 2020 | 44.20% |
August 31, 2020 | 44.20% |
July 31, 2020 | 44.20% |
June 30, 2020 | 44.20% |
May 31, 2020 | 44.20% |
April 30, 2020 | 44.20% |
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
33.82%
Minimum
Jun 2019
44.20%
Maximum
Mar 2020
42.64%
Average
44.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.317 |
Beta (5Y) | 1.031 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7106 |
Beta (vs YCharts Benchmark) (5Y) | 0.9896 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.73% |
Historical Sharpe Ratio (5Y) | 0.1285 |
Historical Sortino (5Y) | 0.1548 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |