Arrow DWA Tactical International ETF (DWCR)
30.20
-0.02
(-0.06%)
USD |
BATS |
May 01, 16:00
DWCR Max Drawdown (5Y): 44.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.65% |
March 31, 2024 | 44.65% |
February 29, 2024 | 44.65% |
January 31, 2024 | 44.65% |
December 31, 2023 | 44.65% |
November 30, 2023 | 44.65% |
October 31, 2023 | 44.65% |
September 30, 2023 | 44.65% |
August 31, 2023 | 44.65% |
July 31, 2023 | 44.65% |
June 30, 2023 | 44.65% |
May 31, 2023 | 44.65% |
April 30, 2023 | 44.65% |
March 31, 2023 | 44.65% |
February 28, 2023 | 44.65% |
January 31, 2023 | 44.65% |
December 31, 2022 | 44.65% |
November 30, 2022 | 44.65% |
October 31, 2022 | 44.65% |
September 30, 2022 | 44.65% |
August 31, 2022 | 44.65% |
July 31, 2022 | 44.65% |
June 30, 2022 | 44.65% |
May 31, 2022 | 44.65% |
April 30, 2022 | 44.65% |
Date | Value |
---|---|
March 31, 2022 | 44.65% |
February 28, 2022 | 44.65% |
January 31, 2022 | 44.65% |
December 31, 2021 | 44.65% |
November 30, 2021 | 44.65% |
October 31, 2021 | 44.65% |
September 30, 2021 | 44.65% |
August 31, 2021 | 44.65% |
July 31, 2021 | 44.65% |
June 30, 2021 | 44.65% |
May 31, 2021 | 44.65% |
April 30, 2021 | 44.65% |
March 31, 2021 | 44.65% |
February 28, 2021 | 44.65% |
January 31, 2021 | 44.65% |
December 31, 2020 | 44.65% |
November 30, 2020 | 44.65% |
October 31, 2020 | 44.65% |
September 30, 2020 | 44.65% |
August 31, 2020 | 44.65% |
July 31, 2020 | 44.65% |
June 30, 2020 | 44.65% |
May 31, 2020 | 44.65% |
April 30, 2020 | 44.65% |
March 31, 2020 | 44.65% |
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
23.44%
Minimum
May 2019
44.65%
Maximum
Mar 2020
41.11%
Average
44.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1839 |
Beta (5Y) | 1.000 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6944 |
Beta (vs YCharts Benchmark) (5Y) | 1.001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.44% |
Historical Sharpe Ratio (5Y) | 0.1196 |
Historical Sortino (5Y) | 0.1385 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.43% |