Alerian MLP ETF (AMLP)
46.36
+0.40
(+0.87%)
USD |
NYSEARCA |
Apr 18, 16:00
46.19
-0.17
(-0.37%)
Pre-Market: 08:45
AMLP Max Drawdown (5Y): 75.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.26% |
February 29, 2024 | 75.26% |
January 31, 2024 | 75.26% |
December 31, 2023 | 75.26% |
November 30, 2023 | 75.26% |
October 31, 2023 | 75.26% |
September 30, 2023 | 75.26% |
August 31, 2023 | 75.26% |
July 31, 2023 | 75.26% |
June 30, 2023 | 75.26% |
May 31, 2023 | 75.26% |
April 30, 2023 | 75.26% |
March 31, 2023 | 75.26% |
February 28, 2023 | 75.26% |
January 31, 2023 | 75.26% |
December 31, 2022 | 75.26% |
November 30, 2022 | 75.26% |
October 31, 2022 | 75.26% |
September 30, 2022 | 75.26% |
August 31, 2022 | 75.26% |
July 31, 2022 | 75.26% |
June 30, 2022 | 75.26% |
May 31, 2022 | 75.26% |
April 30, 2022 | 75.26% |
March 31, 2022 | 75.26% |
Date | Value |
---|---|
February 28, 2022 | 75.26% |
January 31, 2022 | 75.26% |
December 31, 2021 | 75.26% |
November 30, 2021 | 75.26% |
October 31, 2021 | 75.26% |
September 30, 2021 | 75.26% |
August 31, 2021 | 75.26% |
July 31, 2021 | 75.26% |
June 30, 2021 | 75.26% |
May 31, 2021 | 75.26% |
April 30, 2021 | 75.26% |
March 31, 2021 | 75.26% |
February 28, 2021 | 75.26% |
January 31, 2021 | 75.26% |
December 31, 2020 | 75.26% |
November 30, 2020 | 75.26% |
October 31, 2020 | 75.26% |
September 30, 2020 | 75.26% |
August 31, 2020 | 75.26% |
July 31, 2020 | 75.26% |
June 30, 2020 | 75.26% |
May 31, 2020 | 75.26% |
April 30, 2020 | 75.26% |
March 31, 2020 | 75.26% |
February 29, 2020 | 53.08% |
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
53.08%
Minimum
Apr 2019
75.26%
Maximum
Mar 2020
71.20%
Average
75.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.754 |
Beta (5Y) | 1.378 |
Alpha (vs YCharts Benchmark) (5Y) | -3.197 |
Beta (vs YCharts Benchmark) (5Y) | 0.8992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.42% |
Historical Sharpe Ratio (5Y) | 0.1517 |
Historical Sortino (5Y) | 0.1699 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.40% |