Virtus LifeSci Biotech Products ETF (BBP)
56.73
+0.60
(+1.07%)
USD |
NYSEARCA |
May 20, 16:00
BBP Max Drawdown (5Y): 44.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.32% |
| March 31, 2024 | 44.32% |
| February 29, 2024 | 44.32% |
| January 31, 2024 | 44.32% |
| December 31, 2023 | 44.32% |
| November 30, 2023 | 44.32% |
| October 31, 2023 | 44.32% |
| September 30, 2023 | 44.32% |
| August 31, 2023 | 44.32% |
| July 31, 2023 | 44.32% |
| June 30, 2023 | 44.32% |
| May 31, 2023 | 44.32% |
| April 30, 2023 | 44.32% |
| March 31, 2023 | 44.32% |
| February 28, 2023 | 44.32% |
| January 31, 2023 | 44.32% |
| December 31, 2022 | 44.32% |
| November 30, 2022 | 44.32% |
| October 31, 2022 | 44.32% |
| September 30, 2022 | 44.32% |
| August 31, 2022 | 44.32% |
| July 31, 2022 | 44.32% |
| June 30, 2022 | 44.32% |
| May 31, 2022 | 44.32% |
| April 30, 2022 | 36.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.03% |
| February 28, 2022 | 34.48% |
| January 31, 2022 | 34.48% |
| December 31, 2021 | 32.25% |
| November 30, 2021 | 32.25% |
| October 31, 2021 | 32.25% |
| September 30, 2021 | 32.25% |
| August 31, 2021 | 32.25% |
| July 31, 2021 | 32.25% |
| June 30, 2021 | 32.25% |
| May 31, 2021 | 32.25% |
| April 30, 2021 | 32.25% |
| March 31, 2021 | 32.88% |
| February 28, 2021 | 35.18% |
| January 31, 2021 | 35.18% |
| December 31, 2020 | 37.93% |
| November 30, 2020 | 40.50% |
| October 31, 2020 | 40.50% |
| September 30, 2020 | 40.50% |
| August 31, 2020 | 40.50% |
| July 31, 2020 | 40.50% |
| June 30, 2020 | 40.50% |
| May 31, 2020 | 40.50% |
| April 30, 2020 | 40.50% |
| March 31, 2020 | 40.50% |
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
32.25%
Minimum
Apr 2021
44.32%
Maximum
May 2022
40.11%
Average
40.50%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.883 |
| Beta (5Y) | 0.6733 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.548 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.22% |
| Historical Sharpe Ratio (5Y) | 0.1059 |
| Historical Sortino (5Y) | 0.1771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |