ALPS Disruptive Technologies ETF (DTEC)
44.31
-0.68
(-1.52%)
USD |
NYSEARCA |
Nov 15, 16:00
44.42
+0.11
(+0.24%)
After-Hours: 20:00
DTEC Max Drawdown (5Y): 42.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.00% |
| September 30, 2024 | 42.00% |
| August 31, 2024 | 42.00% |
| July 31, 2024 | 42.00% |
| June 30, 2024 | 42.00% |
| May 31, 2024 | 42.00% |
| April 30, 2024 | 42.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
42.00%
Maximum
Oct 2022
37.45%
Average
35.88%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.632 |
| Beta (5Y) | 1.173 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.652 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.49% |
| Historical Sharpe Ratio (5Y) | 0.2238 |
| Historical Sortino (5Y) | 0.312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.99% |