Columbia Res Enh Emerging Econ ETF (ECON)
21.38
+0.06
(+0.27%)
USD |
NYSEARCA |
Nov 25, 16:00
ECON Max Drawdown (5Y): 45.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.36% |
| September 30, 2024 | 45.36% |
| August 31, 2024 | 45.36% |
| July 31, 2024 | 45.36% |
| June 30, 2024 | 45.36% |
| May 31, 2024 | 45.36% |
| April 30, 2024 | 45.36% |
| March 31, 2024 | 45.36% |
| February 29, 2024 | 45.36% |
| January 31, 2024 | 45.36% |
| December 31, 2023 | 45.36% |
| November 30, 2023 | 45.36% |
| October 31, 2023 | 45.36% |
| September 30, 2023 | 45.36% |
| August 31, 2023 | 45.36% |
| July 31, 2023 | 45.36% |
| June 30, 2023 | 45.36% |
| May 31, 2023 | 45.36% |
| April 30, 2023 | 45.36% |
| March 31, 2023 | 45.36% |
| February 28, 2023 | 45.36% |
| January 31, 2023 | 45.36% |
| December 31, 2022 | 45.36% |
| November 30, 2022 | 45.36% |
| October 31, 2022 | 45.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.47% |
| August 31, 2022 | 40.47% |
| July 31, 2022 | 40.47% |
| June 30, 2022 | 40.47% |
| May 31, 2022 | 40.47% |
| April 30, 2022 | 40.47% |
| March 31, 2022 | 40.47% |
| February 28, 2022 | 38.80% |
| January 31, 2022 | 38.80% |
| December 31, 2021 | 38.80% |
| November 30, 2021 | 38.80% |
| October 31, 2021 | 38.80% |
| September 30, 2021 | 38.80% |
| August 31, 2021 | 38.80% |
| July 31, 2021 | 38.80% |
| June 30, 2021 | 38.80% |
| May 31, 2021 | 38.80% |
| April 30, 2021 | 38.80% |
| March 31, 2021 | 38.80% |
| February 28, 2021 | 38.80% |
| January 31, 2021 | 38.80% |
| December 31, 2020 | 38.80% |
| November 30, 2020 | 38.80% |
| October 31, 2020 | 38.80% |
| September 30, 2020 | 38.80% |
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
33.91%
Minimum
Nov 2019
45.36%
Maximum
Oct 2022
41.40%
Average
40.47%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.332 |
| Beta (5Y) | 0.7307 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.480 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.98% |
| Historical Sharpe Ratio (5Y) | -0.0967 |
| Historical Sortino (5Y) | -0.1335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.00% |