ARK Autonomous Technology&Robotics ETF (ARKQ)
53.55
+0.07
(+0.13%)
USD |
BATS |
Jun 09, 16:00
53.55
0.00 (0.00%)
After-Hours: 17:51
ARKQ Max Drawdown (5Y): 59.57% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 59.57% |
| April 30, 2023 | 59.57% |
| March 31, 2023 | 59.57% |
| February 28, 2023 | 59.57% |
| January 31, 2023 | 59.57% |
| December 31, 2022 | 59.57% |
| November 30, 2022 | 57.15% |
| October 31, 2022 | 57.15% |
| September 30, 2022 | 53.84% |
| August 31, 2022 | 50.29% |
| July 31, 2022 | 50.29% |
| June 30, 2022 | 50.29% |
| May 31, 2022 | 50.29% |
| April 30, 2022 | 42.00% |
| March 31, 2022 | 41.40% |
| February 28, 2022 | 38.47% |
| January 31, 2022 | 37.56% |
| December 31, 2021 | 36.74% |
| November 30, 2021 | 36.74% |
| October 31, 2021 | 36.74% |
| September 30, 2021 | 36.74% |
| August 31, 2021 | 36.74% |
| July 31, 2021 | 36.74% |
| June 30, 2021 | 36.74% |
| May 31, 2021 | 36.74% |
| Date | Value |
|---|---|
| April 30, 2021 | 36.74% |
| March 31, 2021 | 36.74% |
| February 28, 2021 | 36.74% |
| January 31, 2021 | 36.74% |
| December 31, 2020 | 36.74% |
| November 30, 2020 | 36.74% |
| October 31, 2020 | 36.74% |
| September 30, 2020 | 36.74% |
| August 31, 2020 | 36.74% |
| July 31, 2020 | 36.74% |
| June 30, 2020 | 36.74% |
| May 31, 2020 | 36.74% |
| April 30, 2020 | 36.74% |
| March 31, 2020 | 36.74% |
| February 29, 2020 | 29.62% |
| January 31, 2020 | 29.62% |
| December 31, 2019 | 29.62% |
| November 30, 2019 | 29.62% |
| October 31, 2019 | 29.62% |
| September 30, 2019 | 29.62% |
| August 31, 2019 | 29.62% |
| July 31, 2019 | 29.62% |
| June 30, 2019 | 29.62% |
| May 31, 2019 | 29.62% |
| April 30, 2019 | 29.62% |
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
29.62%
Minimum
Jun 2018
59.57%
Maximum
Dec 2022
38.61%
Average
36.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8366 |
| Beta (5Y) | 1.319 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.64 |
| Beta (vs YCharts Benchmark) (5Y) | 1.101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.11% |
| Historical Sharpe Ratio (5Y) | 0.3658 |
| Historical Sortino (5Y) | 0.6137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |