Amplify Cybersecurity ETF (HACK)
61.80
-0.26
(-0.42%)
USD |
NYSEARCA |
Apr 25, 16:00
61.80
0.00 (0.00%)
After-Hours: 20:00
HACK Max Drawdown (5Y): 38.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.68% |
| February 29, 2024 | 38.68% |
| January 31, 2024 | 38.68% |
| December 31, 2023 | 38.68% |
| November 30, 2023 | 38.68% |
| October 31, 2023 | 38.68% |
| September 30, 2023 | 38.68% |
| August 31, 2023 | 38.68% |
| July 31, 2023 | 38.68% |
| June 30, 2023 | 38.68% |
| May 31, 2023 | 38.68% |
| April 30, 2023 | 38.68% |
| March 31, 2023 | 38.68% |
| February 28, 2023 | 38.68% |
| January 31, 2023 | 38.68% |
| December 31, 2022 | 38.68% |
| November 30, 2022 | 38.68% |
| October 31, 2022 | 38.68% |
| September 30, 2022 | 36.20% |
| August 31, 2022 | 35.80% |
| July 31, 2022 | 35.80% |
| June 30, 2022 | 35.80% |
| May 31, 2022 | 33.78% |
| April 30, 2022 | 32.45% |
| March 31, 2022 | 32.45% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.45% |
| January 31, 2022 | 32.45% |
| December 31, 2021 | 32.45% |
| November 30, 2021 | 32.45% |
| October 31, 2021 | 32.45% |
| September 30, 2021 | 32.45% |
| August 31, 2021 | 32.45% |
| July 31, 2021 | 32.45% |
| June 30, 2021 | 32.45% |
| May 31, 2021 | 32.45% |
| April 30, 2021 | 32.45% |
| March 31, 2021 | 32.93% |
| February 28, 2021 | 32.93% |
| January 31, 2021 | 32.93% |
| December 31, 2020 | 32.93% |
| November 30, 2020 | 42.68% |
| October 31, 2020 | 42.68% |
| September 30, 2020 | 42.68% |
| August 31, 2020 | 42.68% |
| July 31, 2020 | 42.68% |
| June 30, 2020 | 42.68% |
| May 31, 2020 | 42.68% |
| April 30, 2020 | 42.68% |
| March 31, 2020 | 42.68% |
| February 29, 2020 | 42.68% |
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
32.45%
Minimum
Apr 2021
42.68%
Maximum
Apr 2019
38.01%
Average
38.68%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2888 |
| Beta (5Y) | 0.8723 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.253 |
| Beta (vs YCharts Benchmark) (5Y) | 0.731 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.58% |
| Historical Sharpe Ratio (5Y) | 0.3459 |
| Historical Sortino (5Y) | 0.4643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |