Virtus LifeSci Biotech Clinical Trls ETF (BBC)
27.89
+0.62
(+2.27%)
USD |
NYSEARCA |
May 03, 16:00
27.85
-0.04
(-0.14%)
After-Hours: 20:00
BBC Max Drawdown (5Y): 72.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.73% |
| March 31, 2024 | 72.73% |
| February 29, 2024 | 72.73% |
| January 31, 2024 | 72.73% |
| December 31, 2023 | 72.73% |
| November 30, 2023 | 72.73% |
| October 31, 2023 | 72.73% |
| September 30, 2023 | 71.26% |
| August 31, 2023 | 71.26% |
| July 31, 2023 | 71.26% |
| June 30, 2023 | 71.26% |
| May 31, 2023 | 71.26% |
| April 30, 2023 | 71.26% |
| March 31, 2023 | 71.26% |
| February 28, 2023 | 71.26% |
| January 31, 2023 | 71.26% |
| December 31, 2022 | 71.26% |
| November 30, 2022 | 71.26% |
| October 31, 2022 | 71.26% |
| September 30, 2022 | 71.26% |
| August 31, 2022 | 71.26% |
| July 31, 2022 | 71.26% |
| June 30, 2022 | 71.26% |
| May 31, 2022 | 71.26% |
| April 30, 2022 | 64.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.89% |
| February 28, 2022 | 56.57% |
| January 31, 2022 | 56.03% |
| December 31, 2021 | 46.73% |
| November 30, 2021 | 49.61% |
| October 31, 2021 | 52.87% |
| September 30, 2021 | 53.75% |
| August 31, 2021 | 58.50% |
| July 31, 2021 | 58.50% |
| June 30, 2021 | 58.50% |
| May 31, 2021 | 58.50% |
| April 30, 2021 | 58.50% |
| March 31, 2021 | 58.50% |
| February 28, 2021 | 58.50% |
| January 31, 2021 | 58.50% |
| December 31, 2020 | 58.50% |
| November 30, 2020 | 58.50% |
| October 31, 2020 | 58.50% |
| September 30, 2020 | 58.50% |
| August 31, 2020 | 58.50% |
| July 31, 2020 | 58.50% |
| June 30, 2020 | 58.50% |
| May 31, 2020 | 58.50% |
| April 30, 2020 | 58.50% |
| March 31, 2020 | 58.50% |
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
46.73%
Minimum
Dec 2021
72.73%
Maximum
Oct 2023
63.29%
Average
58.50%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.48 |
| Beta (5Y) | 1.102 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.35 |
| Beta (vs YCharts Benchmark) (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.65% |
| Historical Sharpe Ratio (5Y) | -0.077 |
| Historical Sortino (5Y) | -0.1412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |