Columbia Emerging Markets Consumer ETF (ECON)
21.28
+0.16
(+0.78%)
USD |
NYSEARCA |
May 03, 16:00
ECON Max Drawdown (5Y): 45.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 38.80% |
July 31, 2020 | 38.80% |
June 30, 2020 | 38.80% |
May 31, 2020 | 38.80% |
April 30, 2020 | 38.80% |
March 31, 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
May 2019
45.36%
Maximum
Oct 2022
40.25%
Average
38.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.312 |
Beta (5Y) | 0.7449 |
Alpha (vs YCharts Benchmark) (5Y) | -3.277 |
Beta (vs YCharts Benchmark) (5Y) | 0.8312 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.89% |
Historical Sharpe Ratio (5Y) | -0.1634 |
Historical Sortino (5Y) | -0.2248 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.00% |