Siren Nasdaq NexGen Economy ETF (BLCN)
27.88
+0.08
(+0.29%)
USD |
NASDAQ |
Nov 15, 16:00
27.49
-0.39
(-1.40%)
After-Hours: 20:00
BLCN Max Drawdown (5Y): 64.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.38% |
| September 30, 2024 | 64.38% |
| August 31, 2024 | 64.38% |
| July 31, 2024 | 64.38% |
| June 30, 2024 | 64.38% |
| May 31, 2024 | 64.38% |
| April 30, 2024 | 64.38% |
| March 31, 2024 | 64.38% |
| February 29, 2024 | 64.38% |
| January 31, 2024 | 64.38% |
| December 31, 2023 | 64.38% |
| November 30, 2023 | 64.38% |
| October 31, 2023 | 64.38% |
| September 30, 2023 | 62.98% |
| August 31, 2023 | 61.88% |
| July 31, 2023 | 61.88% |
| June 30, 2023 | 61.88% |
| May 31, 2023 | 61.88% |
| April 30, 2023 | 61.88% |
| March 31, 2023 | 61.88% |
| February 28, 2023 | 61.13% |
| January 31, 2023 | 61.13% |
| December 31, 2022 | 61.13% |
| November 30, 2022 | 58.37% |
| October 31, 2022 | 58.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.99% |
| August 31, 2022 | 51.43% |
| July 31, 2022 | 51.43% |
| June 30, 2022 | 50.85% |
| May 31, 2022 | 46.53% |
| April 30, 2022 | 38.94% |
| March 31, 2022 | 35.54% |
| February 28, 2022 | 30.63% |
| January 31, 2022 | 30.63% |
| December 31, 2021 | 30.63% |
| November 30, 2021 | 30.63% |
| October 31, 2021 | 30.63% |
| September 30, 2021 | 30.63% |
| August 31, 2021 | 30.63% |
| July 31, 2021 | 30.63% |
| June 30, 2021 | 30.63% |
| May 31, 2021 | 30.63% |
| April 30, 2021 | 30.63% |
| March 31, 2021 | 30.63% |
| February 28, 2021 | 30.63% |
| January 31, 2021 | 30.63% |
| December 31, 2020 | 30.63% |
| November 30, 2020 | 30.63% |
| October 31, 2020 | 30.63% |
| September 30, 2020 | 30.63% |
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
24.24%
Minimum
Nov 2019
64.38%
Maximum
Oct 2023
45.58%
Average
42.73%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.93 |
| Beta (5Y) | 1.372 |
| Alpha (vs YCharts Benchmark) (5Y) | -10.05 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.70% |
| Historical Sharpe Ratio (5Y) | -0.0217 |
| Historical Sortino (5Y) | -0.0365 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |