ARK Genomic Revolution ETF (ARKG)
25.14
-0.38
(-1.49%)
USD |
BATS |
May 07, 14:48
ARKG Max Drawdown (5Y): 80.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.10% |
| March 31, 2024 | 80.10% |
| February 29, 2024 | 80.10% |
| January 31, 2024 | 80.10% |
| December 31, 2023 | 80.10% |
| November 30, 2023 | 80.10% |
| October 31, 2023 | 80.10% |
| September 30, 2023 | 75.76% |
| August 31, 2023 | 75.76% |
| July 31, 2023 | 75.76% |
| June 30, 2023 | 75.76% |
| May 31, 2023 | 75.76% |
| April 30, 2023 | 75.76% |
| March 31, 2023 | 75.76% |
| February 28, 2023 | 75.76% |
| January 31, 2023 | 75.76% |
| December 31, 2022 | 75.76% |
| November 30, 2022 | 75.66% |
| October 31, 2022 | 75.66% |
| September 30, 2022 | 75.66% |
| August 31, 2022 | 75.66% |
| July 31, 2022 | 75.66% |
| June 30, 2022 | 75.66% |
| May 31, 2022 | 74.87% |
| April 30, 2022 | 69.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.86% |
| February 28, 2022 | 61.81% |
| January 31, 2022 | 60.64% |
| December 31, 2021 | 48.08% |
| November 30, 2021 | 43.66% |
| October 31, 2021 | 36.53% |
| September 30, 2021 | 35.09% |
| August 31, 2021 | 35.09% |
| July 31, 2021 | 35.09% |
| June 30, 2021 | 35.09% |
| May 31, 2021 | 35.09% |
| April 30, 2021 | 35.09% |
| March 31, 2021 | 35.09% |
| February 28, 2021 | 35.09% |
| January 31, 2021 | 35.09% |
| December 31, 2020 | 35.09% |
| November 30, 2020 | 37.44% |
| October 31, 2020 | 37.44% |
| September 30, 2020 | 37.44% |
| August 31, 2020 | 37.44% |
| July 31, 2020 | 37.44% |
| June 30, 2020 | 37.44% |
| May 31, 2020 | 37.44% |
| April 30, 2020 | 37.44% |
| March 31, 2020 | 37.44% |
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
35.09%
Minimum
Dec 2020
80.10%
Maximum
Oct 2023
54.93%
Average
40.55%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.96 |
| Beta (5Y) | 1.569 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.04 |
| Beta (vs YCharts Benchmark) (5Y) | 1.592 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.83% |
| Historical Sharpe Ratio (5Y) | -0.1696 |
| Historical Sortino (5Y) | -0.328 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.73% |