ALPS Clean Energy ETF (ACES)
26.46
-0.44
(-1.64%)
USD |
NYSEARCA |
Nov 15, 14:33
ACES Max Drawdown (5Y): 73.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.33% |
| September 30, 2024 | 73.33% |
| August 31, 2024 | 73.33% |
| July 31, 2024 | 73.33% |
| June 30, 2024 | 73.33% |
| May 31, 2024 | 73.33% |
| April 30, 2024 | 73.33% |
| March 31, 2024 | 71.74% |
| February 29, 2024 | 71.03% |
| January 31, 2024 | 71.03% |
| December 31, 2023 | 71.03% |
| November 30, 2023 | 71.03% |
| October 31, 2023 | 70.09% |
| September 30, 2023 | 62.68% |
| August 31, 2023 | 59.79% |
| July 31, 2023 | 59.11% |
| June 30, 2023 | 59.11% |
| May 31, 2023 | 59.11% |
| April 30, 2023 | 58.01% |
| March 31, 2023 | 56.57% |
| February 28, 2023 | 56.02% |
| January 31, 2023 | 56.02% |
| December 31, 2022 | 56.02% |
| November 30, 2022 | 56.02% |
| October 31, 2022 | 56.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.02% |
| August 31, 2022 | 56.02% |
| July 31, 2022 | 56.02% |
| June 30, 2022 | 56.02% |
| May 31, 2022 | 56.02% |
| April 30, 2022 | 51.24% |
| March 31, 2022 | 51.24% |
| February 28, 2022 | 51.24% |
| January 31, 2022 | 51.24% |
| December 31, 2021 | 43.70% |
| November 30, 2021 | 43.70% |
| October 31, 2021 | 43.70% |
| September 30, 2021 | 43.70% |
| August 31, 2021 | 43.70% |
| July 31, 2021 | 43.70% |
| June 30, 2021 | 43.70% |
| May 31, 2021 | 43.70% |
| April 30, 2021 | 43.70% |
| March 31, 2021 | 43.70% |
| February 28, 2021 | 43.70% |
| January 31, 2021 | 43.70% |
| December 31, 2020 | 43.70% |
| November 30, 2020 | 43.70% |
| October 31, 2020 | 43.70% |
| September 30, 2020 | 43.70% |
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
20.32%
Minimum
Nov 2019
73.33%
Maximum
Apr 2024
52.69%
Average
53.63%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.02 |
| Beta (5Y) | 1.485 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.24 |
| Beta (vs YCharts Benchmark) (5Y) | 1.439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.50% |
| Historical Sharpe Ratio (5Y) | -0.0843 |
| Historical Sortino (5Y) | -0.1432 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.98% |