ERShares NextGen Entrepreneurs ETF (ERSX)
11.30
0.00 (0.00%)
USD |
NYSEARCA |
Mar 05, 16:00
ERSX Max Drawdown (5Y): 53.44% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 29, 2024 | 53.44% |
| January 31, 2024 | 53.44% |
| December 31, 2023 | 53.44% |
| November 30, 2023 | 53.44% |
| October 31, 2023 | 53.44% |
| September 30, 2023 | 53.44% |
| August 31, 2023 | 53.44% |
| July 31, 2023 | 53.44% |
| June 30, 2023 | 53.44% |
| May 31, 2023 | 53.44% |
| April 30, 2023 | 53.44% |
| March 31, 2023 | 53.44% |
| February 28, 2023 | 53.44% |
| January 31, 2023 | 53.44% |
| December 31, 2022 | 53.44% |
| November 30, 2022 | 53.44% |
| October 31, 2022 | 53.44% |
| September 30, 2022 | 52.30% |
| August 31, 2022 | 48.33% |
| July 31, 2022 | 48.33% |
| June 30, 2022 | 48.33% |
| May 31, 2022 | 46.62% |
| April 30, 2022 | 42.05% |
| March 31, 2022 | 42.05% |
| February 28, 2022 | 42.05% |
| Date | Value |
|---|---|
| January 31, 2022 | 42.05% |
| December 31, 2021 | 42.05% |
| November 30, 2021 | 42.05% |
| October 31, 2021 | 42.05% |
| September 30, 2021 | 42.05% |
| August 31, 2021 | 42.05% |
| July 31, 2021 | 42.05% |
| June 30, 2021 | 42.05% |
| May 31, 2021 | 42.05% |
| April 30, 2021 | 42.05% |
| March 31, 2021 | 42.05% |
| February 28, 2021 | 42.05% |
| January 31, 2021 | 42.05% |
| December 31, 2020 | 42.05% |
| November 30, 2020 | 42.05% |
| October 31, 2020 | 42.05% |
| September 30, 2020 | 42.05% |
| August 31, 2020 | 42.05% |
| July 31, 2020 | 42.05% |
| June 30, 2020 | 42.05% |
| May 31, 2020 | 42.05% |
| April 30, 2020 | 42.05% |
| March 31, 2020 | 42.05% |
| February 29, 2020 | 15.58% |
| January 31, 2020 | 9.82% |
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
4.86%
Minimum
Apr 2019
53.44%
Maximum
Oct 2022
39.77%
Average
42.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Renaissance International IPO ETF | 69.27% |
| iShares MSCI Israel ETF | 41.87% |
| iShares MSCI Turkey ETF | 59.28% |
| Global X MSCI Argentina ETF | 61.68% |
| First Trust IPOX Europe Equity Opps ETF | 49.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.377 |
| Beta (5Y) | 1.165 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.432 |
| Beta (vs YCharts Benchmark) (5Y) | 1.077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.05% |
| Historical Sharpe Ratio (5Y) | -0.1963 |
| Historical Sortino (5Y) | -0.2808 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |