VictoryShares US EQ Inc Enh Vol Wtd ETF (CDC)
67.39
+0.46
(+0.69%)
USD |
NASDAQ |
Nov 25, 16:00
67.50
+0.11
(+0.16%)
After-Hours: 20:00
CDC Max Drawdown (5Y): 21.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 21.36% |
| September 30, 2024 | 21.36% |
| August 31, 2024 | 21.36% |
| July 31, 2024 | 21.36% |
| June 30, 2024 | 21.36% |
| May 31, 2024 | 21.36% |
| April 30, 2024 | 21.36% |
| March 31, 2024 | 21.36% |
| February 29, 2024 | 21.36% |
| January 31, 2024 | 21.36% |
| December 31, 2023 | 21.36% |
| November 30, 2023 | 21.36% |
| October 31, 2023 | 21.36% |
| September 30, 2023 | 21.36% |
| August 31, 2023 | 21.36% |
| July 31, 2023 | 20.10% |
| June 30, 2023 | 20.10% |
| May 31, 2023 | 20.10% |
| April 30, 2023 | 19.80% |
| March 31, 2023 | 19.80% |
| February 28, 2023 | 18.69% |
| January 31, 2023 | 18.69% |
| December 31, 2022 | 18.69% |
| November 30, 2022 | 18.69% |
| October 31, 2022 | 18.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 18.69% |
| August 31, 2022 | 18.27% |
| July 31, 2022 | 18.27% |
| June 30, 2022 | 18.27% |
| May 31, 2022 | 18.27% |
| April 30, 2022 | 18.27% |
| March 31, 2022 | 18.27% |
| February 28, 2022 | 18.27% |
| January 31, 2022 | 18.27% |
| December 31, 2021 | 18.27% |
| November 30, 2021 | 18.27% |
| October 31, 2021 | 18.27% |
| September 30, 2021 | 18.27% |
| August 31, 2021 | 18.27% |
| July 31, 2021 | 18.27% |
| June 30, 2021 | 18.27% |
| May 31, 2021 | 18.27% |
| April 30, 2021 | 18.27% |
| March 31, 2021 | 18.27% |
| February 28, 2021 | 18.27% |
| January 31, 2021 | 18.27% |
| December 31, 2020 | 18.27% |
| November 30, 2020 | 18.27% |
| October 31, 2020 | 18.27% |
| September 30, 2020 | 18.27% |
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
15.13%
Minimum
Nov 2019
21.36%
Maximum
Aug 2023
19.02%
Average
18.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0335 |
| Beta (5Y) | 0.6108 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0335 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.34% |
| Historical Sharpe Ratio (5Y) | 0.5476 |
| Historical Sortino (5Y) | 0.7196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |