iPath® EUR/USD Exchange Rate ETN (EROTF)
38.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
EROTF Max Drawdown (5Y): 41.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.89% |
| March 31, 2024 | 41.89% |
| February 29, 2024 | 41.89% |
| January 31, 2024 | 41.89% |
| December 31, 2023 | 41.89% |
| November 30, 2023 | 41.89% |
| October 31, 2023 | 41.89% |
| September 30, 2023 | 41.89% |
| August 31, 2023 | 41.89% |
| July 31, 2023 | 41.89% |
| June 30, 2023 | 41.89% |
| May 31, 2023 | 41.89% |
| April 30, 2023 | 41.89% |
| March 31, 2023 | 41.89% |
| February 28, 2023 | 41.89% |
| January 31, 2023 | 42.06% |
| December 31, 2022 | 42.66% |
| November 30, 2022 | 42.66% |
| October 31, 2022 | 44.84% |
| September 30, 2022 | 44.84% |
| August 31, 2022 | 45.90% |
| July 31, 2022 | 45.90% |
| June 30, 2022 | 45.90% |
| May 31, 2022 | 45.90% |
| April 30, 2022 | 45.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.98% |
| February 28, 2022 | 47.23% |
| January 31, 2022 | 48.53% |
| December 31, 2021 | 48.73% |
| November 30, 2021 | 48.73% |
| October 31, 2021 | 48.89% |
| September 30, 2021 | 49.22% |
| August 31, 2021 | 49.22% |
| July 31, 2021 | 49.22% |
| June 30, 2021 | 49.22% |
| May 31, 2021 | 49.22% |
| April 30, 2021 | 49.22% |
| March 31, 2021 | 49.22% |
| February 28, 2021 | 49.22% |
| January 31, 2021 | 49.22% |
| December 31, 2020 | 49.22% |
| November 30, 2020 | 49.22% |
| October 31, 2020 | 49.22% |
| September 30, 2020 | 49.22% |
| August 31, 2020 | 49.22% |
| July 31, 2020 | 49.22% |
| June 30, 2020 | 49.22% |
| May 31, 2020 | 49.22% |
| April 30, 2020 | 49.22% |
| March 31, 2020 | 49.22% |
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
41.89%
Minimum
Feb 2023
49.22%
Maximum
May 2019
46.51%
Average
48.81%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.029 |
| Beta (5Y) | 0.1582 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.493 |
| Beta (vs YCharts Benchmark) (5Y) | -0.3726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.42% |
| Historical Sharpe Ratio (5Y) | -0.1711 |
| Historical Sortino (5Y) | -0.2302 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.79% |