Alerian Energy Infrastructure ETF (ENFR)
23.36
+0.31 (+1.34%)
USD |
NYSEARCA |
May 27, 16:00
23.36
0.00 (0.00%)
After-Hours: 20:00
ENFR Max Drawdown (5Y): 64.53% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 64.53% |
| March 31, 2022 | 64.53% |
| February 28, 2022 | 64.53% |
| January 31, 2022 | 64.53% |
| December 31, 2021 | 64.53% |
| November 30, 2021 | 64.53% |
| October 31, 2021 | 64.53% |
| September 30, 2021 | 64.53% |
| August 31, 2021 | 64.53% |
| July 31, 2021 | 64.53% |
| June 30, 2021 | 64.53% |
| May 31, 2021 | 64.53% |
| April 30, 2021 | 64.53% |
| March 31, 2021 | 64.53% |
| February 28, 2021 | 64.53% |
| January 31, 2021 | 64.53% |
| December 31, 2020 | 64.53% |
| November 30, 2020 | 64.53% |
| October 31, 2020 | 64.53% |
| September 30, 2020 | 64.53% |
| August 31, 2020 | 64.53% |
| July 31, 2020 | 64.53% |
| June 30, 2020 | 64.53% |
| May 31, 2020 | 64.53% |
| April 30, 2020 | 64.53% |
| Date | Value |
|---|---|
| March 31, 2020 | 64.53% |
| February 29, 2020 | 53.64% |
| January 31, 2020 | 53.64% |
| December 31, 2019 | 53.64% |
| November 30, 2019 | 53.64% |
| October 31, 2019 | 53.64% |
| September 30, 2019 | 53.64% |
| August 31, 2019 | 53.64% |
| July 31, 2019 | 53.64% |
| June 30, 2019 | 53.64% |
| May 31, 2019 | 53.64% |
| April 30, 2019 | 53.64% |
| March 31, 2019 | 53.64% |
| February 28, 2019 | 53.64% |
| January 31, 2019 | 53.64% |
| December 31, 2018 | 53.64% |
| November 30, 2018 | 53.64% |
| October 31, 2018 | 53.64% |
| September 30, 2018 | 53.64% |
| August 31, 2018 | 53.64% |
| July 31, 2018 | 53.64% |
| June 30, 2018 | 53.64% |
| May 31, 2018 | 53.64% |
| April 30, 2018 | 53.64% |
| March 31, 2018 | 53.64% |
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
53.64%
Minimum
May 2017
64.53%
Maximum
Mar 2020
58.36%
Average
53.64%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| First Trust Energy Inc & Growth | 71.47% |
| Tortoise Power & Energy Infrastructure | 77.58% |
| Tortoise Energy Infrastructure | 94.97% |
| Tortoise Midstream Energy Fund | 96.08% |
| Alerian MLP ETF | 75.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.807 |
| Beta (5Y) | 1.426 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.16% |
| Historical Sharpe Ratio (5Y) | 0.2683 |
| Historical Sortino (5Y) | 0.2897 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |