Alerian Energy Infrastructure ETF (ENFR)
25.62
-0.06
(-0.25%)
USD |
NYSEARCA |
Apr 26, 16:00
25.62
0.00 (0.00%)
After-Hours: 17:52
ENFR Max Drawdown (5Y): 64.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
March 31, 2020 | 64.53% |
February 29, 2020 | 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
Apr 2019
64.53%
Maximum
Mar 2020
62.54%
Average
64.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.126 |
Beta (5Y) | 1.298 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0925 |
Beta (vs YCharts Benchmark) (5Y) | 0.7576 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.58% |
Historical Sharpe Ratio (5Y) | 0.2368 |
Historical Sortino (5Y) | 0.2489 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.16% |