ALPS Disruptive Technologies ETF (DTEC)
39.77
-0.33
(-0.83%)
USD |
NYSEARCA |
Apr 25, 16:00
39.77
0.00 (0.00%)
After-Hours: 17:04
DTEC Max Drawdown (5Y): 42.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 42.00% |
| February 29, 2024 | 42.00% |
| January 31, 2024 | 42.00% |
| December 31, 2023 | 42.00% |
| November 30, 2023 | 42.00% |
| October 31, 2023 | 42.00% |
| September 30, 2023 | 42.00% |
| August 31, 2023 | 42.00% |
| July 31, 2023 | 42.00% |
| June 30, 2023 | 42.00% |
| May 31, 2023 | 42.00% |
| April 30, 2023 | 42.00% |
| March 31, 2023 | 42.00% |
| February 28, 2023 | 42.00% |
| January 31, 2023 | 42.00% |
| December 31, 2022 | 42.00% |
| November 30, 2022 | 42.00% |
| October 31, 2022 | 42.00% |
| September 30, 2022 | 40.02% |
| August 31, 2022 | 39.41% |
| July 31, 2022 | 39.41% |
| June 30, 2022 | 39.41% |
| May 31, 2022 | 37.13% |
| April 30, 2022 | 34.63% |
| March 31, 2022 | 34.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.63% |
| January 31, 2022 | 34.63% |
| December 31, 2021 | 34.63% |
| November 30, 2021 | 34.63% |
| October 31, 2021 | 34.63% |
| September 30, 2021 | 34.63% |
| August 31, 2021 | 34.63% |
| July 31, 2021 | 34.63% |
| June 30, 2021 | 34.63% |
| May 31, 2021 | 34.63% |
| April 30, 2021 | 34.63% |
| March 31, 2021 | 34.63% |
| February 28, 2021 | 34.63% |
| January 31, 2021 | 34.63% |
| December 31, 2020 | 34.63% |
| November 30, 2020 | 34.63% |
| October 31, 2020 | 34.63% |
| September 30, 2020 | 34.63% |
| August 31, 2020 | 34.63% |
| July 31, 2020 | 34.63% |
| June 30, 2020 | 34.63% |
| May 31, 2020 | 34.63% |
| April 30, 2020 | 34.63% |
| March 31, 2020 | 34.63% |
| February 29, 2020 | 25.27% |
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
25.27%
Minimum
Apr 2019
42.00%
Maximum
Oct 2022
35.50%
Average
34.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.847 |
| Beta (5Y) | 1.181 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.94 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.67% |
| Historical Sharpe Ratio (5Y) | 0.236 |
| Historical Sortino (5Y) | 0.3297 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.99% |