UBS ETRACS Alerian MLP ETN Series B (AMUB)
18.03
+0.03
(+0.14%)
USD |
NYSEARCA |
Jun 25, 16:00
18.03
0.00 (0.00%)
After-Hours: 20:00
AMUB Max Drawdown (5Y): 73.99% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 73.99% |
April 30, 2024 | 73.99% |
March 31, 2024 | 73.99% |
February 29, 2024 | 73.99% |
January 31, 2024 | 73.99% |
December 31, 2023 | 73.99% |
November 30, 2023 | 73.99% |
October 31, 2023 | 73.99% |
September 30, 2023 | 73.99% |
August 31, 2023 | 73.99% |
July 31, 2023 | 73.99% |
June 30, 2023 | 73.99% |
May 31, 2023 | 73.99% |
April 30, 2023 | 73.99% |
March 31, 2023 | 73.99% |
February 28, 2023 | 73.99% |
January 31, 2023 | 73.99% |
December 31, 2022 | 73.99% |
November 30, 2022 | 73.99% |
October 31, 2022 | 73.99% |
September 30, 2022 | 73.99% |
August 31, 2022 | 73.99% |
July 31, 2022 | 73.99% |
June 30, 2022 | 73.99% |
May 31, 2022 | 73.99% |
Date | Value |
---|---|
April 30, 2022 | 73.99% |
March 31, 2022 | 73.99% |
February 28, 2022 | 73.99% |
January 31, 2022 | 73.99% |
December 31, 2021 | 73.99% |
November 30, 2021 | 73.99% |
October 31, 2021 | 73.99% |
September 30, 2021 | 73.99% |
August 31, 2021 | 73.99% |
July 31, 2021 | 73.99% |
June 30, 2021 | 73.99% |
May 31, 2021 | 73.99% |
April 30, 2021 | 73.99% |
March 31, 2021 | 73.99% |
February 28, 2021 | 73.99% |
January 31, 2021 | 73.99% |
December 31, 2020 | 73.99% |
November 30, 2020 | 73.99% |
October 31, 2020 | 73.99% |
September 30, 2020 | 73.99% |
August 31, 2020 | 73.99% |
July 31, 2020 | 73.99% |
June 30, 2020 | 73.99% |
May 31, 2020 | 73.99% |
April 30, 2020 | 73.99% |
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
30.82%
Minimum
Jun 2019
73.99%
Maximum
Mar 2020
67.64%
Average
73.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.138 |
Beta (5Y) | 1.386 |
Alpha (vs YCharts Benchmark) (5Y) | -3.022 |
Beta (vs YCharts Benchmark) (5Y) | 0.9038 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.00% |
Historical Sharpe Ratio (5Y) | 0.2159 |
Historical Sortino (5Y) | 0.2376 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |