ALPS Clean Energy ETF (ACES)
26.13
+0.14
(+0.54%)
USD |
NYSEARCA |
Apr 22, 16:00
26.13
0.00 (0.00%)
Pre-Market: 20:00
ACES Max Drawdown (5Y): 71.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 43.70% |
| July 31, 2020 | 43.70% |
| June 30, 2020 | 43.70% |
| May 31, 2020 | 43.70% |
| April 30, 2020 | 43.70% |
| March 31, 2020 | 43.70% |
| February 29, 2020 | 20.32% |
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
20.32%
Minimum
Apr 2019
71.74%
Maximum
Mar 2024
46.51%
Average
43.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Global Wind Energy ETF | 46.30% |
| Amplify Mobile Payments ETF | 51.75% |
| Amplify Alternative Harvest ETF | 91.86% |
| VanEck Low Carbon Energy ETF | 50.17% |
| VanEck Uranium+Nuclear Engy ETF | 34.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.39 |
| Beta (5Y) | 1.437 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.20 |
| Beta (vs YCharts Benchmark) (5Y) | 1.401 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.85% |
| Historical Sharpe Ratio (5Y) | 0.0254 |
| Historical Sortino (5Y) | 0.0411 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.98% |