Gadsden Dynamic Multi-Asset ETF (GDMA)
32.85
-0.10
(-0.31%)
USD |
BATS |
Nov 25, 16:00
GDMA Max Drawdown (5Y): 16.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 16.66% |
| September 30, 2024 | 16.66% |
| August 31, 2024 | 16.66% |
| July 31, 2024 | 16.66% |
| June 30, 2024 | 16.66% |
| May 31, 2024 | 16.66% |
| April 30, 2024 | 16.66% |
| March 31, 2024 | 16.66% |
| February 29, 2024 | 16.66% |
| January 31, 2024 | 16.66% |
| December 31, 2023 | 16.66% |
| November 30, 2023 | 16.66% |
| October 31, 2023 | 16.66% |
| September 30, 2023 | 16.66% |
| August 31, 2023 | 16.66% |
| July 31, 2023 | 16.66% |
| June 30, 2023 | 16.66% |
| May 31, 2023 | 16.66% |
| April 30, 2023 | 16.66% |
| March 31, 2023 | 16.66% |
| February 28, 2023 | 16.66% |
| January 31, 2023 | 16.66% |
| December 31, 2022 | 16.66% |
| November 30, 2022 | 16.66% |
| October 31, 2022 | 16.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.66% |
| August 31, 2022 | 16.66% |
| July 31, 2022 | 16.66% |
| June 30, 2022 | 16.66% |
| May 31, 2022 | 16.66% |
| April 30, 2022 | 16.66% |
| March 31, 2022 | 16.66% |
| February 28, 2022 | 16.66% |
| January 31, 2022 | 16.66% |
| December 31, 2021 | 16.66% |
| November 30, 2021 | 16.66% |
| October 31, 2021 | 16.66% |
| September 30, 2021 | 16.66% |
| August 31, 2021 | 16.66% |
| July 31, 2021 | 16.66% |
| June 30, 2021 | 16.66% |
| May 31, 2021 | 16.66% |
| April 30, 2021 | 16.66% |
| March 31, 2021 | 16.66% |
| February 28, 2021 | 16.66% |
| January 31, 2021 | 16.66% |
| December 31, 2020 | 16.66% |
| November 30, 2020 | 16.66% |
| October 31, 2020 | 16.66% |
| September 30, 2020 | 16.66% |
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
5.53%
Minimum
Nov 2019
16.66%
Maximum
Mar 2020
15.92%
Average
16.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ClearShares OCIO ETF | 24.21% |
| Adaptive Core ETF | -- |
| STF Tactical Growth ETF | -- |
| MKAM ETF | -- |
| Brookstone Yield ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7644 |
| Beta (5Y) | 0.2612 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.228 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3819 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.64% |
| Historical Sharpe Ratio (5Y) | 0.3888 |
| Historical Sortino (5Y) | 0.4743 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.99% |