AltShares Merger Arbitrage ETF (ARB)
29.14
-0.03
(-0.12%)
USD |
NYSEARCA |
Feb 19, 16:00
ARB Max Drawdown (5Y) : 5.59% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares Short Dow30 | 61.19% |
| Invesco S&P 500 BuyWrite ETF | 18.62% |
| ProShares Hedge Replication ETF | 15.31% |
| ProShares Large Cap Core Plus | 23.81% |
| Direxion Daily S&P 500 Bear 1X Shares | 64.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2794 |
| Beta (5Y) | 0.0503 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2905 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.49% |
| Historical Sharpe Ratio (5Y) | 0.2049 |
| Historical Sortino (5Y) | 0.2493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.19% |