VictoryShares US 500 Enh Vol Wtd ETF (CFO)
71.62
-0.69
(-0.95%)
USD |
NASDAQ |
Nov 14, 16:00
71.62
0.00 (0.00%)
After-Hours: 20:00
CFO Max Drawdown (5Y): 24.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 24.33% |
| September 30, 2024 | 24.33% |
| August 31, 2024 | 24.33% |
| July 31, 2024 | 24.33% |
| June 30, 2024 | 24.33% |
| May 31, 2024 | 24.33% |
| April 30, 2024 | 24.33% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
24.33%
Maximum
Oct 2023
21.55%
Average
20.79%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Invesco Bloomberg Pricing Power ETF | 36.53% |
| iShares MSCI USA Size Factor ETF | 39.15% |
| Inspire 100 ETF | 36.12% |
| Inspire 500 ETF | -- |
| Optimize Strategy Index ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.758 |
| Beta (5Y) | 0.6347 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.758 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.71% |
| Historical Sharpe Ratio (5Y) | 0.5062 |
| Historical Sortino (5Y) | 0.6737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.90% |