Core Alternative ETF (CCOR)
26.17
+0.12
(+0.46%)
USD |
NYSEARCA |
Apr 26, 16:00
26.17
0.00 (0.00%)
After-Hours: 16:57
CCOR Max Drawdown (5Y): 18.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 18.69% |
| February 29, 2024 | 17.21% |
| January 31, 2024 | 15.83% |
| December 31, 2023 | 15.76% |
| November 30, 2023 | 15.76% |
| October 31, 2023 | 15.46% |
| September 30, 2023 | 15.46% |
| August 31, 2023 | 15.46% |
| July 31, 2023 | 15.46% |
| June 30, 2023 | 15.46% |
| May 31, 2023 | 15.00% |
| April 30, 2023 | 13.40% |
| March 31, 2023 | 13.40% |
| February 28, 2023 | 13.40% |
| January 31, 2023 | 13.40% |
| December 31, 2022 | 13.40% |
| November 30, 2022 | 13.40% |
| October 31, 2022 | 13.40% |
| September 30, 2022 | 13.40% |
| August 31, 2022 | 13.40% |
| July 31, 2022 | 13.40% |
| June 30, 2022 | 13.40% |
| May 31, 2022 | 13.40% |
| April 30, 2022 | 13.40% |
| March 31, 2022 | 13.40% |
| Date | Value |
|---|---|
| February 28, 2022 | 13.40% |
| January 31, 2022 | 13.40% |
| December 31, 2021 | 13.40% |
| November 30, 2021 | 13.40% |
| October 31, 2021 | 13.40% |
| September 30, 2021 | 13.40% |
| August 31, 2021 | 13.40% |
| July 31, 2021 | 13.40% |
| June 30, 2021 | 13.40% |
| May 31, 2021 | 13.40% |
| April 30, 2021 | 13.40% |
| March 31, 2021 | 13.40% |
| February 28, 2021 | 13.40% |
| January 31, 2021 | 13.40% |
| December 31, 2020 | 13.40% |
| November 30, 2020 | 13.40% |
| October 31, 2020 | 13.40% |
| September 30, 2020 | 13.40% |
| August 31, 2020 | 13.40% |
| July 31, 2020 | 13.40% |
| June 30, 2020 | 13.40% |
| May 31, 2020 | 13.40% |
| April 30, 2020 | 13.40% |
| March 31, 2020 | 13.40% |
| February 29, 2020 | 5.27% |
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
5.27%
Minimum
Apr 2019
18.69%
Maximum
Mar 2024
12.38%
Average
13.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.212 |
| Beta (5Y) | 0.111 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.697 |
| Beta (vs YCharts Benchmark) (5Y) | 0.113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.80% |
| Historical Sharpe Ratio (5Y) | -0.1567 |
| Historical Sortino (5Y) | -0.2816 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.22% |