AGF U.S. Market Neutral Anti-Beta (BTAL)
19.10
+0.17
(+0.90%)
USD |
NYSEARCA |
Apr 25, 09:49
BTAL Max Drawdown (5Y): 38.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.36% |
| February 29, 2024 | 38.36% |
| January 31, 2024 | 38.36% |
| December 31, 2023 | 38.36% |
| November 30, 2023 | 38.36% |
| October 31, 2023 | 38.36% |
| September 30, 2023 | 38.36% |
| August 31, 2023 | 38.36% |
| July 31, 2023 | 38.36% |
| June 30, 2023 | 38.36% |
| May 31, 2023 | 38.36% |
| April 30, 2023 | 38.36% |
| March 31, 2023 | 38.36% |
| February 28, 2023 | 38.36% |
| January 31, 2023 | 38.36% |
| December 31, 2022 | 38.36% |
| November 30, 2022 | 38.36% |
| October 31, 2022 | 38.36% |
| September 30, 2022 | 38.36% |
| August 31, 2022 | 38.36% |
| July 31, 2022 | 38.36% |
| June 30, 2022 | 38.36% |
| May 31, 2022 | 38.36% |
| April 30, 2022 | 38.36% |
| March 31, 2022 | 38.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.36% |
| January 31, 2022 | 38.36% |
| December 31, 2021 | 38.36% |
| November 30, 2021 | 38.36% |
| October 31, 2021 | 37.44% |
| September 30, 2021 | 37.44% |
| August 31, 2021 | 37.44% |
| July 31, 2021 | 37.44% |
| June 30, 2021 | 37.44% |
| May 31, 2021 | 37.17% |
| April 30, 2021 | 37.17% |
| March 31, 2021 | 37.17% |
| February 28, 2021 | 35.39% |
| January 31, 2021 | 30.18% |
| December 31, 2020 | 29.53% |
| November 30, 2020 | 29.53% |
| October 31, 2020 | 23.87% |
| September 30, 2020 | 23.87% |
| August 31, 2020 | 24.64% |
| July 31, 2020 | 24.64% |
| June 30, 2020 | 24.64% |
| May 31, 2020 | 24.64% |
| April 30, 2020 | 25.10% |
| March 31, 2020 | 27.37% |
| February 29, 2020 | 27.75% |
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
23.87%
Minimum
Sep 2020
38.36%
Maximum
Nov 2021
34.00%
Average
37.44%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.599 |
| Beta (5Y) | -0.6262 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.381 |
| Beta (vs YCharts Benchmark) (5Y) | -0.5644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.80% |
| Historical Sharpe Ratio (5Y) | -0.224 |
| Historical Sortino (5Y) | -0.3162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.45% |