Davis Select Financial ETF (DFNL)
31.52
-0.08
(-0.26%)
USD |
BATS |
Apr 15, 16:00
31.48
-0.04
(-0.12%)
After-Hours: 20:00
DFNL Max Drawdown (5Y): 44.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 44.51% |
| February 29, 2024 | 44.51% |
| January 31, 2024 | 44.51% |
| December 31, 2023 | 44.51% |
| November 30, 2023 | 44.51% |
| October 31, 2023 | 44.51% |
| September 30, 2023 | 44.51% |
| August 31, 2023 | 44.51% |
| July 31, 2023 | 44.51% |
| June 30, 2023 | 44.51% |
| May 31, 2023 | 44.51% |
| April 30, 2023 | 44.51% |
| March 31, 2023 | 44.51% |
| February 28, 2023 | 44.51% |
| January 31, 2023 | 44.51% |
| December 31, 2022 | 44.51% |
| November 30, 2022 | 44.51% |
| October 31, 2022 | 44.51% |
| September 30, 2022 | 44.51% |
| August 31, 2022 | 44.51% |
| July 31, 2022 | 44.51% |
| June 30, 2022 | 44.51% |
| May 31, 2022 | 44.51% |
| April 30, 2022 | 44.51% |
| March 31, 2022 | 44.51% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.51% |
| January 31, 2022 | 44.51% |
| December 31, 2021 | 44.51% |
| November 30, 2021 | 44.51% |
| October 31, 2021 | 44.51% |
| September 30, 2021 | 44.51% |
| August 31, 2021 | 44.51% |
| July 31, 2021 | 44.51% |
| June 30, 2021 | 44.51% |
| May 31, 2021 | 44.51% |
| April 30, 2021 | 44.51% |
| March 31, 2021 | 44.51% |
| February 28, 2021 | 44.51% |
| January 31, 2021 | 44.51% |
| December 31, 2020 | 44.51% |
| November 30, 2020 | 44.51% |
| October 31, 2020 | 44.51% |
| September 30, 2020 | 44.51% |
| August 31, 2020 | 44.51% |
| July 31, 2020 | 44.51% |
| June 30, 2020 | 44.51% |
| May 31, 2020 | 44.51% |
| April 30, 2020 | 44.51% |
| March 31, 2020 | 44.51% |
| February 29, 2020 | 21.13% |
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
21.13%
Minimum
Apr 2019
44.51%
Maximum
Mar 2020
40.22%
Average
44.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Global Financials ETF | 43.46% |
| Invesco KBW Bank ETF | 50.23% |
| iShares US Financials ETF | 42.57% |
| Invesco S&P 500® Equal Weight Fincl ETF | 44.77% |
| First Trust Nasdaq Bank ETF | 55.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.259 |
| Beta (5Y) | 1.136 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.477 |
| Beta (vs YCharts Benchmark) (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.61% |
| Historical Sharpe Ratio (5Y) | 0.3587 |
| Historical Sortino (5Y) | 0.4057 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |