VictoryShares International Vol Wtd ETF (CIL)
41.97
+0.25
(+0.60%)
USD |
NASDAQ |
Apr 26, 16:00
CIL Max Drawdown (5Y): 36.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.26% |
February 29, 2024 | 36.26% |
January 31, 2024 | 36.26% |
December 31, 2023 | 36.26% |
November 30, 2023 | 36.26% |
October 31, 2023 | 36.26% |
September 30, 2023 | 36.26% |
August 31, 2023 | 36.26% |
July 31, 2023 | 36.26% |
June 30, 2023 | 36.26% |
May 31, 2023 | 36.26% |
April 30, 2023 | 36.26% |
March 31, 2023 | 36.26% |
February 28, 2023 | 36.26% |
January 31, 2023 | 36.26% |
December 31, 2022 | 36.26% |
November 30, 2022 | 36.26% |
October 31, 2022 | 36.26% |
September 30, 2022 | 36.26% |
August 31, 2022 | 36.26% |
July 31, 2022 | 36.26% |
June 30, 2022 | 36.26% |
May 31, 2022 | 36.26% |
April 30, 2022 | 36.26% |
March 31, 2022 | 36.26% |
Date | Value |
---|---|
February 28, 2022 | 36.26% |
January 31, 2022 | 36.26% |
December 31, 2021 | 36.26% |
November 30, 2021 | 36.26% |
October 31, 2021 | 36.26% |
September 30, 2021 | 36.26% |
August 31, 2021 | 36.26% |
July 31, 2021 | 36.26% |
June 30, 2021 | 36.26% |
May 31, 2021 | 36.26% |
April 30, 2021 | 36.26% |
March 31, 2021 | 36.26% |
February 28, 2021 | 36.26% |
January 31, 2021 | 36.26% |
December 31, 2020 | 36.26% |
November 30, 2020 | 36.26% |
October 31, 2020 | 36.26% |
September 30, 2020 | 36.26% |
August 31, 2020 | 36.26% |
July 31, 2020 | 36.26% |
June 30, 2020 | 36.26% |
May 31, 2020 | 36.26% |
April 30, 2020 | 36.26% |
March 31, 2020 | 36.26% |
February 29, 2020 | 20.59% |
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
20.59%
Minimum
Apr 2019
36.26%
Maximum
Mar 2020
33.39%
Average
36.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4117 |
Beta (5Y) | 0.9898 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9217 |
Beta (vs YCharts Benchmark) (5Y) | 0.9906 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.80% |
Historical Sharpe Ratio (5Y) | 0.1872 |
Historical Sortino (5Y) | 0.2067 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.81% |