SmartETFs Dividend Builder ETF (DIVS)
29.55
+0.05
(+0.17%)
USD |
NYSEARCA |
Nov 25, 16:00
29.60
+0.05
(+0.17%)
Pre-Market: 20:00
DIVS Max Drawdown (5Y): 20.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 20.72% |
| September 30, 2024 | 20.72% |
| August 31, 2024 | 20.72% |
| July 31, 2024 | 20.72% |
| June 30, 2024 | 20.72% |
| May 31, 2024 | 20.72% |
| April 30, 2024 | 20.72% |
| March 31, 2024 | 20.72% |
| February 29, 2024 | 20.72% |
| January 31, 2024 | 20.72% |
| December 31, 2023 | 20.72% |
| November 30, 2023 | 20.72% |
| October 31, 2023 | 20.72% |
| September 30, 2023 | 20.72% |
| August 31, 2023 | 20.72% |
| July 31, 2023 | 20.72% |
| June 30, 2023 | 20.72% |
| May 31, 2023 | 20.72% |
| April 30, 2023 | 20.72% |
| March 31, 2023 | 20.72% |
| February 28, 2023 | 20.72% |
| January 31, 2023 | 20.72% |
| December 31, 2022 | 20.72% |
| November 30, 2022 | 20.72% |
| October 31, 2022 | 20.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 20.26% |
| August 31, 2022 | 16.14% |
| July 31, 2022 | 16.14% |
| June 30, 2022 | 16.14% |
| May 31, 2022 | 12.38% |
| April 30, 2022 | 11.05% |
| March 31, 2022 | 11.05% |
| February 28, 2022 | 7.69% |
| January 31, 2022 | 6.49% |
| December 31, 2021 | 6.49% |
| November 30, 2021 | 6.49% |
| October 31, 2021 | 6.49% |
| September 30, 2021 | 6.49% |
| August 31, 2021 | 6.49% |
| July 31, 2021 | 6.49% |
| June 30, 2021 | 6.49% |
| May 31, 2021 | 6.49% |
| April 30, 2021 | 6.49% |
| March 31, 2021 | 6.49% |
| February 28, 2021 | 0.00% |
| January 31, 2021 | 0.00% |
| December 31, 2020 | 0.00% |
| November 30, 2020 | 0.00% |
| October 31, 2020 | 0.00% |
| September 30, 2020 | 0.00% |
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
--
Minimum
Nov 2019
20.72%
Maximum
Oct 2022
11.67%
Average
11.71%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.869 |
| Beta (5Y) | 0.4426 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1836 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.31% |
| Historical Sharpe Ratio (5Y) | 0.3873 |
| Historical Sortino (5Y) | 0.5452 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.98% |