iPath® Bloomberg Livestock SubTR ETN (COWTF)
19.51
+0.07
(+0.35%)
USD |
NYSEARCA |
Jun 21, 16:00
COWTF Max Drawdown (5Y): 57.06% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 57.06% |
April 30, 2024 | 57.06% |
March 31, 2024 | 57.06% |
February 29, 2024 | 57.06% |
January 31, 2024 | 57.06% |
December 31, 2023 | 57.06% |
November 30, 2023 | 57.06% |
October 31, 2023 | 57.06% |
September 30, 2023 | 57.06% |
August 31, 2023 | 57.06% |
July 31, 2023 | 57.06% |
June 30, 2023 | 57.06% |
May 31, 2023 | 57.06% |
April 30, 2023 | 57.06% |
March 31, 2023 | 57.06% |
February 28, 2023 | 57.06% |
January 31, 2023 | 57.06% |
December 31, 2022 | 57.06% |
November 30, 2022 | 57.06% |
October 31, 2022 | 57.06% |
September 30, 2022 | 57.06% |
August 31, 2022 | 57.06% |
July 31, 2022 | 57.06% |
June 30, 2022 | 57.06% |
May 31, 2022 | 57.06% |
Date | Value |
---|---|
April 30, 2022 | 57.06% |
March 31, 2022 | 57.06% |
February 28, 2022 | 57.06% |
January 31, 2022 | 57.06% |
December 31, 2021 | 57.06% |
November 30, 2021 | 57.06% |
October 31, 2021 | 57.06% |
September 30, 2021 | 57.06% |
August 31, 2021 | 57.06% |
July 31, 2021 | 57.06% |
June 30, 2021 | 57.06% |
May 31, 2021 | 57.06% |
April 30, 2021 | 57.06% |
March 31, 2021 | 57.06% |
February 28, 2021 | 57.06% |
January 31, 2021 | 57.06% |
December 31, 2020 | 57.06% |
November 30, 2020 | 57.06% |
October 31, 2020 | 57.06% |
September 30, 2020 | 57.06% |
August 31, 2020 | 57.06% |
July 31, 2020 | 57.06% |
June 30, 2020 | 57.06% |
May 31, 2020 | 57.06% |
April 30, 2020 | 57.06% |
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
48.15%
Minimum
Jun 2019
57.06%
Maximum
Apr 2020
55.61%
Average
57.06%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
DB Agriculture Long ETN | 36.95% |
iPath® Bloomberg Cotton SubTR ETN | 81.45% |
iPath® Global Carbon ETN | 58.56% |
iPath® Bloomberg Agriculture SubTR ETN | 65.14% |
iPath® Bloomberg Energy SubTR ETN | 83.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.313 |
Beta (5Y) | 0.4587 |
Alpha (vs YCharts Benchmark) (5Y) | -7.313 |
Beta (vs YCharts Benchmark) (5Y) | 0.4587 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.95% |
Historical Sharpe Ratio (5Y) | -0.2067 |
Historical Sortino (5Y) | -0.2562 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |