Alerian Energy Infrastructure ETF (ENFR)
32.40
+0.02
(+0.07%)
USD |
NYSEARCA |
Nov 26, 11:47
ENFR Max Drawdown (5Y): 64.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.53% |
| September 30, 2024 | 64.53% |
| August 31, 2024 | 64.53% |
| July 31, 2024 | 64.53% |
| June 30, 2024 | 64.53% |
| May 31, 2024 | 64.53% |
| April 30, 2024 | 64.53% |
| March 31, 2024 | 64.53% |
| February 29, 2024 | 64.53% |
| January 31, 2024 | 64.53% |
| December 31, 2023 | 64.53% |
| November 30, 2023 | 64.53% |
| October 31, 2023 | 64.53% |
| September 30, 2023 | 64.53% |
| August 31, 2023 | 64.53% |
| July 31, 2023 | 64.53% |
| June 30, 2023 | 64.53% |
| May 31, 2023 | 64.53% |
| April 30, 2023 | 64.53% |
| March 31, 2023 | 64.53% |
| February 28, 2023 | 64.53% |
| January 31, 2023 | 64.53% |
| December 31, 2022 | 64.53% |
| November 30, 2022 | 64.53% |
| October 31, 2022 | 64.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.53% |
| August 31, 2022 | 64.53% |
| July 31, 2022 | 64.53% |
| June 30, 2022 | 64.53% |
| May 31, 2022 | 64.53% |
| 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% |
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
Nov 2019
64.53%
Maximum
Mar 2020
63.81%
Average
64.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NXG Cushing Midstream Energy Fund | 99.45% |
| Tortoise Midstream Energy Fund, Inc. | 96.08% |
| Alerian MLP ETF | 75.26% |
| Global X MLP ETF | 76.90% |
| Global X MLP & Energy Infrastructure ETF | 68.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1656 |
| Beta (5Y) | 1.322 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.660 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7694 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.24% |
| Historical Sharpe Ratio (5Y) | 0.3893 |
| Historical Sortino (5Y) | 0.3782 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.16% |