InfraCap MLP ETF (AMZA)
40.97
+0.63
(+1.56%)
USD |
NYSEARCA |
Mar 28, 14:57
AMZA Max Drawdown (5Y): 90.78% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 90.78% |
January 31, 2024 | 90.78% |
December 31, 2023 | 90.78% |
November 30, 2023 | 90.78% |
October 31, 2023 | 90.78% |
September 30, 2023 | 90.78% |
August 31, 2023 | 90.78% |
July 31, 2023 | 90.78% |
June 30, 2023 | 90.78% |
May 31, 2023 | 90.78% |
April 30, 2023 | 90.78% |
March 31, 2023 | 90.78% |
February 28, 2023 | 90.78% |
January 31, 2023 | 90.78% |
December 31, 2022 | 90.78% |
November 30, 2022 | 90.78% |
October 31, 2022 | 90.78% |
September 30, 2022 | 90.78% |
August 31, 2022 | 90.78% |
July 31, 2022 | 90.78% |
June 30, 2022 | 90.78% |
May 31, 2022 | 90.78% |
April 30, 2022 | 90.78% |
March 31, 2022 | 90.78% |
February 28, 2022 | 90.78% |
Date | Value |
---|---|
January 31, 2022 | 90.78% |
December 31, 2021 | 90.78% |
November 30, 2021 | 90.78% |
October 31, 2021 | 90.78% |
September 30, 2021 | 90.78% |
August 31, 2021 | 90.78% |
July 31, 2021 | 90.78% |
June 30, 2021 | 90.78% |
May 31, 2021 | 90.78% |
April 30, 2021 | 90.78% |
March 31, 2021 | 90.78% |
February 28, 2021 | 90.78% |
January 31, 2021 | 90.78% |
December 31, 2020 | 90.78% |
November 30, 2020 | 90.78% |
October 31, 2020 | 90.78% |
September 30, 2020 | 90.78% |
August 31, 2020 | 90.78% |
July 31, 2020 | 90.78% |
June 30, 2020 | 90.78% |
May 31, 2020 | 90.78% |
April 30, 2020 | 90.78% |
March 31, 2020 | 90.78% |
February 29, 2020 | 69.92% |
January 31, 2020 | 69.92% |
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
69.92%
Minimum
Mar 2019
90.78%
Maximum
Mar 2020
86.61%
Average
90.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.11 |
Beta (5Y) | 1.916 |
Alpha (vs YCharts Benchmark) (5Y) | -8.053 |
Beta (vs YCharts Benchmark) (5Y) | 1.216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.04% |
Historical Sharpe Ratio (5Y) | 0.3875 |
Historical Sortino (5Y) | 0.4444 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |