iPath® Bloomberg Cotton SubTR ETN (BALTF)
80.00
0.00 (0.00%)
USD |
OTCM |
Apr 25, 16:00
BALTF Max Drawdown (5Y): 81.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 81.45% |
February 29, 2024 | 81.45% |
January 31, 2024 | 81.45% |
December 31, 2023 | 81.45% |
November 30, 2023 | 81.45% |
October 31, 2023 | 81.45% |
September 30, 2023 | 81.45% |
August 31, 2023 | 81.45% |
July 31, 2023 | 81.45% |
June 30, 2023 | 81.45% |
May 31, 2023 | 81.45% |
April 30, 2023 | 81.45% |
March 31, 2023 | 81.45% |
February 28, 2023 | 81.45% |
January 31, 2023 | 81.45% |
December 31, 2022 | 81.45% |
November 30, 2022 | 81.45% |
October 31, 2022 | 81.45% |
September 30, 2022 | 81.45% |
August 31, 2022 | 81.45% |
July 31, 2022 | 81.45% |
June 30, 2022 | 81.45% |
May 31, 2022 | 81.45% |
April 30, 2022 | 81.45% |
March 31, 2022 | 81.45% |
Date | Value |
---|---|
February 28, 2022 | 81.45% |
January 31, 2022 | 81.45% |
December 31, 2021 | 81.45% |
November 30, 2021 | 81.45% |
October 31, 2021 | 81.45% |
September 30, 2021 | 81.45% |
August 31, 2021 | 81.45% |
July 31, 2021 | 81.45% |
June 30, 2021 | 81.45% |
May 31, 2021 | 81.45% |
April 30, 2021 | 81.45% |
March 31, 2021 | 81.45% |
February 28, 2021 | 81.45% |
January 31, 2021 | 81.45% |
December 31, 2020 | 81.45% |
November 30, 2020 | 81.45% |
October 31, 2020 | 81.45% |
September 30, 2020 | 81.45% |
August 31, 2020 | 81.45% |
July 31, 2020 | 81.45% |
June 30, 2020 | 81.45% |
May 31, 2020 | 81.15% |
April 30, 2020 | 81.15% |
March 31, 2020 | 64.21% |
February 29, 2020 | 64.21% |
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
64.21%
Minimum
Nov 2019
81.45%
Maximum
Jun 2020
78.06%
Average
81.45%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.897 |
Beta (5Y) | 2.075 |
Alpha (vs YCharts Benchmark) (5Y) | -2.897 |
Beta (vs YCharts Benchmark) (5Y) | 2.075 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 131.4% |
Historical Sharpe Ratio (5Y) | 0.0472 |
Historical Sortino (5Y) | 0.1183 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.41% |