VanEck Oil Refiners ETF (CRAK)
38.48
+0.31
(+0.82%)
USD |
NYSEARCA |
Apr 23, 16:00
38.29
-0.19
(-0.50%)
After-Hours: 20:00
CRAK Max Drawdown (5Y): 58.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.81% |
| February 29, 2024 | 58.81% |
| January 31, 2024 | 58.81% |
| December 31, 2023 | 58.81% |
| November 30, 2023 | 58.81% |
| October 31, 2023 | 58.81% |
| September 30, 2023 | 58.81% |
| August 31, 2023 | 58.81% |
| July 31, 2023 | 58.81% |
| June 30, 2023 | 58.81% |
| May 31, 2023 | 58.81% |
| April 30, 2023 | 58.81% |
| March 31, 2023 | 58.81% |
| February 28, 2023 | 58.81% |
| January 31, 2023 | 58.81% |
| December 31, 2022 | 58.81% |
| November 30, 2022 | 58.81% |
| October 31, 2022 | 58.81% |
| September 30, 2022 | 58.81% |
| August 31, 2022 | 58.81% |
| July 31, 2022 | 58.81% |
| June 30, 2022 | 58.81% |
| May 31, 2022 | 58.81% |
| April 30, 2022 | 58.81% |
| March 31, 2022 | 58.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.81% |
| January 31, 2022 | 58.81% |
| December 31, 2021 | 58.81% |
| November 30, 2021 | 58.81% |
| October 31, 2021 | 58.81% |
| September 30, 2021 | 58.81% |
| August 31, 2021 | 58.81% |
| July 31, 2021 | 58.81% |
| June 30, 2021 | 58.81% |
| May 31, 2021 | 58.81% |
| April 30, 2021 | 58.81% |
| March 31, 2021 | 58.81% |
| February 28, 2021 | 58.81% |
| January 31, 2021 | 58.81% |
| December 31, 2020 | 58.81% |
| November 30, 2020 | 58.81% |
| October 31, 2020 | 58.81% |
| September 30, 2020 | 58.81% |
| August 31, 2020 | 58.81% |
| July 31, 2020 | 58.81% |
| June 30, 2020 | 58.81% |
| May 31, 2020 | 58.81% |
| April 30, 2020 | 58.81% |
| March 31, 2020 | 58.81% |
| February 29, 2020 | 34.47% |
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
27.43%
Minimum
Apr 2019
58.81%
Maximum
Mar 2020
53.26%
Average
58.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Energy ETF | 69.31% |
| Energy Select Sector SPDR® ETF | 66.81% |
| iShares MSCI Global Energy Producers ETF | 63.43% |
| Fidelity MSCI Energy ETF | 69.07% |
| iShares US Energy ETF | 68.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.591 |
| Beta (5Y) | 1.127 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0509 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6477 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.77% |
| Historical Sharpe Ratio (5Y) | 0.2274 |
| Historical Sortino (5Y) | 0.2896 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |