VictoryShares US 500 Enh Vol Wtd ETF (CFO)
63.17
-0.62
(-0.98%)
USD |
NASDAQ |
Apr 30, 16:00
63.17
0.00 (0.00%)
After-Hours: 20:00
CFO Max Drawdown (5Y): 24.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 24.33% |
February 29, 2024 | 24.33% |
January 31, 2024 | 24.33% |
December 31, 2023 | 24.33% |
November 30, 2023 | 24.33% |
October 31, 2023 | 24.33% |
September 30, 2023 | 20.79% |
August 31, 2023 | 20.79% |
July 31, 2023 | 20.79% |
June 30, 2023 | 20.79% |
May 31, 2023 | 20.79% |
April 30, 2023 | 20.79% |
March 31, 2023 | 20.79% |
February 28, 2023 | 20.79% |
January 31, 2023 | 20.79% |
December 31, 2022 | 20.79% |
November 30, 2022 | 20.79% |
October 31, 2022 | 20.79% |
September 30, 2022 | 20.79% |
August 31, 2022 | 20.79% |
July 31, 2022 | 20.79% |
June 30, 2022 | 20.79% |
May 31, 2022 | 20.79% |
April 30, 2022 | 20.79% |
March 31, 2022 | 20.79% |
Date | Value |
---|---|
February 28, 2022 | 20.79% |
January 31, 2022 | 20.79% |
December 31, 2021 | 20.79% |
November 30, 2021 | 20.79% |
October 31, 2021 | 20.79% |
September 30, 2021 | 20.79% |
August 31, 2021 | 20.79% |
July 31, 2021 | 20.79% |
June 30, 2021 | 20.79% |
May 31, 2021 | 20.79% |
April 30, 2021 | 20.79% |
March 31, 2021 | 20.79% |
February 28, 2021 | 20.79% |
January 31, 2021 | 20.79% |
December 31, 2020 | 20.79% |
November 30, 2020 | 20.79% |
October 31, 2020 | 20.79% |
September 30, 2020 | 20.79% |
August 31, 2020 | 20.79% |
July 31, 2020 | 20.79% |
June 30, 2020 | 20.79% |
May 31, 2020 | 20.79% |
April 30, 2020 | 20.79% |
March 31, 2020 | 20.79% |
February 29, 2020 | 20.79% |
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
20.79%
Minimum
May 2019
24.33%
Maximum
Oct 2023
21.15%
Average
20.79%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.346 |
Beta (5Y) | 0.6535 |
Alpha (vs YCharts Benchmark) (5Y) | -1.346 |
Beta (vs YCharts Benchmark) (5Y) | 0.6535 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.90% |
Historical Sharpe Ratio (5Y) | 0.5567 |
Historical Sortino (5Y) | 0.7533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.90% |