Amplify Seymour Cannabis ETF (CNBS)
3.39
-0.02
(-0.50%)
USD |
NYSEARCA |
Nov 15, 16:00
3.39
0.00 (0.00%)
After-Hours: 20:00
CNBS Max Drawdown (5Y): 91.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.40% |
| September 30, 2024 | 91.40% |
| August 31, 2024 | 91.40% |
| July 31, 2024 | 91.40% |
| June 30, 2024 | 91.40% |
| May 31, 2024 | 91.40% |
| April 30, 2024 | 91.40% |
| March 31, 2024 | 91.40% |
| February 29, 2024 | 91.40% |
| January 31, 2024 | 91.40% |
| December 31, 2023 | 91.40% |
| November 30, 2023 | 91.40% |
| October 31, 2023 | 91.40% |
| September 30, 2023 | 90.76% |
| August 31, 2023 | 90.76% |
| July 31, 2023 | 90.76% |
| June 30, 2023 | 90.76% |
| May 31, 2023 | 90.56% |
| April 30, 2023 | 90.56% |
| March 31, 2023 | 89.49% |
| February 28, 2023 | 87.92% |
| January 31, 2023 | 87.78% |
| December 31, 2022 | 87.78% |
| November 30, 2022 | 85.49% |
| October 31, 2022 | 85.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.49% |
| August 31, 2022 | 83.46% |
| July 31, 2022 | 83.46% |
| June 30, 2022 | 83.46% |
| May 31, 2022 | 79.87% |
| April 30, 2022 | 76.34% |
| March 31, 2022 | 73.58% |
| February 28, 2022 | 72.41% |
| January 31, 2022 | 72.41% |
| December 31, 2021 | 72.41% |
| November 30, 2021 | 72.41% |
| October 31, 2021 | 72.41% |
| September 30, 2021 | 72.41% |
| August 31, 2021 | 72.41% |
| July 31, 2021 | 72.41% |
| June 30, 2021 | 72.41% |
| May 31, 2021 | 72.41% |
| April 30, 2021 | 72.41% |
| March 31, 2021 | 72.41% |
| February 28, 2021 | 72.41% |
| January 31, 2021 | 72.41% |
| December 31, 2020 | 72.41% |
| November 30, 2020 | 72.41% |
| October 31, 2020 | 72.41% |
| September 30, 2020 | 72.41% |
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
46.83%
Minimum
Nov 2019
91.40%
Maximum
Oct 2023
79.37%
Average
78.11%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.91 |
| Beta (5Y) | 1.508 |
| Alpha (vs YCharts Benchmark) (5Y) | -43.36 |
| Beta (vs YCharts Benchmark) (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.49% |
| Historical Sharpe Ratio (5Y) | -0.4736 |
| Historical Sortino (5Y) | -0.9238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.89% |