Alerian MLP ETF (AMLP)
46.79
+0.31
(+0.67%)
USD |
NYSEARCA |
Nov 04, 16:00
46.79
0.00 (0.00%)
After-Hours: 20:00
AMLP Max Drawdown (5Y): 75.26% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 75.26% |
| August 31, 2024 | 75.26% |
| July 31, 2024 | 75.26% |
| June 30, 2024 | 75.26% |
| May 31, 2024 | 75.26% |
| April 30, 2024 | 75.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
75.26%
Maximum
Mar 2020
73.76%
Average
75.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.415 |
| Beta (5Y) | 1.407 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.795 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.96% |
| Historical Sharpe Ratio (5Y) | 0.1924 |
| Historical Sortino (5Y) | 0.2049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.40% |