VictoryShares Developed Enh Vol Wtd ETF (CIZ)
30.52
+0.20
(+0.67%)
USD |
NASDAQ |
Apr 26, 16:00
CIZ Max Drawdown (5Y): 37.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.74% |
February 29, 2024 | 37.74% |
January 31, 2024 | 37.74% |
December 31, 2023 | 37.74% |
November 30, 2023 | 37.74% |
October 31, 2023 | 37.74% |
September 30, 2023 | 37.74% |
August 31, 2023 | 37.74% |
July 31, 2023 | 37.74% |
June 30, 2023 | 37.74% |
May 31, 2023 | 37.74% |
April 30, 2023 | 37.74% |
March 31, 2023 | 37.74% |
February 28, 2023 | 37.74% |
January 31, 2023 | 37.74% |
December 31, 2022 | 37.74% |
November 30, 2022 | 37.74% |
October 31, 2022 | 37.74% |
September 30, 2022 | 37.74% |
August 31, 2022 | 37.74% |
July 31, 2022 | 37.74% |
June 30, 2022 | 37.74% |
May 31, 2022 | 37.74% |
April 30, 2022 | 37.74% |
March 31, 2022 | 37.74% |
Date | Value |
---|---|
February 28, 2022 | 37.74% |
January 31, 2022 | 37.74% |
December 31, 2021 | 37.74% |
November 30, 2021 | 37.74% |
October 31, 2021 | 37.74% |
September 30, 2021 | 37.74% |
August 31, 2021 | 37.74% |
July 31, 2021 | 37.74% |
June 30, 2021 | 37.74% |
May 31, 2021 | 37.74% |
April 30, 2021 | 37.74% |
March 31, 2021 | 37.74% |
February 28, 2021 | 37.74% |
January 31, 2021 | 37.74% |
December 31, 2020 | 37.74% |
November 30, 2020 | 37.74% |
October 31, 2020 | 37.74% |
September 30, 2020 | 37.74% |
August 31, 2020 | 37.74% |
July 31, 2020 | 37.74% |
June 30, 2020 | 37.74% |
May 31, 2020 | 37.74% |
April 30, 2020 | 37.74% |
March 31, 2020 | 37.74% |
February 29, 2020 | 25.57% |
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
25.57%
Minimum
Apr 2019
37.74%
Maximum
Mar 2020
35.51%
Average
37.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.359 |
Beta (5Y) | 0.7293 |
Alpha (vs YCharts Benchmark) (5Y) | -2.734 |
Beta (vs YCharts Benchmark) (5Y) | 0.7298 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.87% |
Historical Sharpe Ratio (5Y) | 0.0338 |
Historical Sortino (5Y) | 0.0325 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.84% |