VictoryShares US 500 Enhanced Volatility Wtd Index (CFO)
69.22
+0.20
(+0.28%)
USD |
NASDAQ |
Jan 08, 16:00
69.01
-0.22
(-0.31%)
After-Hours: 20:00
CFO Max Drawdown (5Y): 24.33% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Invesco Bloomberg Pricing Power ETF | 36.53% |
| Inspire 100 ETF | 36.12% |
| Inspire 500 ETF | -- |
| Global X Guru Index ETF | 38.50% |
| VictoryShares US 500 Volatility Wtd Index ETF | 37.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.810 |
| Beta (5Y) | 0.6530 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.810 |
| Beta (vs YCharts Benchmark) (5Y) | 0.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.77% |
| Historical Sharpe Ratio (5Y) | 0.3971 |
| Historical Sortino (5Y) | 0.5397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.83% |