QRAFT AI-Enhanced US Large Cap Mmntm ETF (AMOM)
45.83
0.00 (0.00%)
USD |
NYSEARCA |
Nov 26, 09:36
AMOM Max Drawdown (5Y): 39.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.67% |
| September 30, 2024 | 39.67% |
| August 31, 2024 | 39.67% |
| July 31, 2024 | 39.67% |
| June 30, 2024 | 39.67% |
| May 31, 2024 | 39.67% |
| April 30, 2024 | 39.67% |
| March 31, 2024 | 39.67% |
| February 29, 2024 | 39.67% |
| January 31, 2024 | 39.67% |
| December 31, 2023 | 39.67% |
| November 30, 2023 | 39.67% |
| October 31, 2023 | 39.67% |
| September 30, 2023 | 39.67% |
| August 31, 2023 | 39.67% |
| July 31, 2023 | 39.67% |
| June 30, 2023 | 39.67% |
| May 31, 2023 | 39.67% |
| April 30, 2023 | 39.67% |
| March 31, 2023 | 39.67% |
| February 28, 2023 | 39.67% |
| January 31, 2023 | 39.67% |
| December 31, 2022 | 39.67% |
| November 30, 2022 | 39.67% |
| October 31, 2022 | 39.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.67% |
| August 31, 2022 | 37.99% |
| July 31, 2022 | 37.99% |
| June 30, 2022 | 37.99% |
| May 31, 2022 | 34.11% |
| April 30, 2022 | 30.89% |
| March 31, 2022 | 30.89% |
| February 28, 2022 | 30.45% |
| January 31, 2022 | 29.26% |
| December 31, 2021 | 29.26% |
| November 30, 2021 | 29.26% |
| October 31, 2021 | 29.26% |
| September 30, 2021 | 29.26% |
| August 31, 2021 | 29.26% |
| July 31, 2021 | 29.26% |
| June 30, 2021 | 29.26% |
| May 31, 2021 | 29.26% |
| April 30, 2021 | 29.26% |
| March 31, 2021 | 29.26% |
| February 28, 2021 | 29.26% |
| January 31, 2021 | 29.26% |
| December 31, 2020 | 29.26% |
| November 30, 2020 | 29.26% |
| October 31, 2020 | 29.26% |
| September 30, 2020 | 29.26% |
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
5.99%
Minimum
Nov 2019
39.67%
Maximum
Sep 2022
32.93%
Average
32.50%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6722 |
| Beta (5Y) | 1.061 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.6722 |
| Beta (vs YCharts Benchmark) (5Y) | 1.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.49% |
| Historical Sharpe Ratio (5Y) | 0.6118 |
| Historical Sortino (5Y) | 0.8498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.09% |