iPath® CBOE S&P 500 BuyWrite ETN (BWVTF)

105.00 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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BWVTF Max Drawdown (5Y): 32.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global X S&P 500 Covered Call ETF 33.44%
Global X Russell 2000 Covered Call & Growth ETF --
Global X Nasdaq 100 ESG Covered Call ETF --
Global X S&P 500 ESG Covered Call ETF --
Global X Dow 30 Covered Call & Growth ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.8109
Beta (5Y) 0.2598
Alpha (vs YCharts Benchmark) (5Y) -0.8109
Beta (vs YCharts Benchmark) (5Y) 0.2598
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.74%
Historical Sharpe Ratio (5Y) 0.0788
Historical Sortino (5Y) 0.1239
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.79%