Breakwave Dry Bulk Shipping ETF (BDRY)
12.67
-0.04
(-0.31%)
USD |
NYSEARCA |
May 01, 16:00
12.67
0.00 (0.00%)
After-Hours: 18:06
BDRY Max Drawdown (5Y): 89.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.16% |
March 31, 2024 | 89.16% |
February 29, 2024 | 89.16% |
January 31, 2024 | 89.16% |
December 31, 2023 | 89.16% |
November 30, 2023 | 89.16% |
October 31, 2023 | 89.16% |
September 30, 2023 | 89.16% |
August 31, 2023 | 89.16% |
July 31, 2023 | 89.16% |
June 30, 2023 | 86.63% |
May 31, 2023 | 86.08% |
April 30, 2023 | 84.71% |
March 31, 2023 | 84.71% |
February 28, 2023 | 84.71% |
January 31, 2023 | 84.71% |
December 31, 2022 | 84.71% |
November 30, 2022 | 84.71% |
October 31, 2022 | 84.71% |
September 30, 2022 | 84.71% |
August 31, 2022 | 84.71% |
July 31, 2022 | 84.71% |
June 30, 2022 | 84.71% |
May 31, 2022 | 84.71% |
April 30, 2022 | 84.71% |
Date | Value |
---|---|
March 31, 2022 | 84.71% |
February 28, 2022 | 84.71% |
January 31, 2022 | 84.71% |
December 31, 2021 | 84.71% |
November 30, 2021 | 84.71% |
October 31, 2021 | 84.71% |
September 30, 2021 | 84.71% |
August 31, 2021 | 84.71% |
July 31, 2021 | 84.71% |
June 30, 2021 | 84.71% |
May 31, 2021 | 84.71% |
April 30, 2021 | 84.71% |
March 31, 2021 | 84.71% |
February 28, 2021 | 84.71% |
January 31, 2021 | 84.71% |
December 31, 2020 | 84.71% |
November 30, 2020 | 84.71% |
October 31, 2020 | 84.71% |
September 30, 2020 | 84.71% |
August 31, 2020 | 84.71% |
July 31, 2020 | 84.71% |
June 30, 2020 | 84.71% |
May 31, 2020 | 84.71% |
April 30, 2020 | 80.34% |
March 31, 2020 | 80.34% |
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
63.82%
Minimum
May 2019
89.16%
Maximum
Jul 2023
81.95%
Average
84.71%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.252 |
Beta (5Y) | 1.247 |
Alpha (vs YCharts Benchmark) (5Y) | -10.91 |
Beta (vs YCharts Benchmark) (5Y) | 0.8418 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.17% |
Historical Sharpe Ratio (5Y) | -0.0186 |
Historical Sortino (5Y) | -0.0417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.15% |