VanEck Natural Resources ETF (HAP)
51.30
-0.08
(-0.16%)
USD |
NYSEARCA |
Apr 26, 10:54
HAP Max Drawdown (5Y): 44.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.12% |
February 29, 2024 | 44.12% |
January 31, 2024 | 44.12% |
December 31, 2023 | 44.12% |
November 30, 2023 | 44.12% |
October 31, 2023 | 44.12% |
September 30, 2023 | 44.12% |
August 31, 2023 | 44.12% |
July 31, 2023 | 44.12% |
June 30, 2023 | 44.12% |
May 31, 2023 | 44.12% |
April 30, 2023 | 44.12% |
March 31, 2023 | 44.12% |
February 28, 2023 | 44.12% |
January 31, 2023 | 44.12% |
December 31, 2022 | 44.12% |
November 30, 2022 | 44.12% |
October 31, 2022 | 44.12% |
September 30, 2022 | 44.12% |
August 31, 2022 | 44.12% |
July 31, 2022 | 44.12% |
June 30, 2022 | 44.12% |
May 31, 2022 | 44.12% |
April 30, 2022 | 44.12% |
March 31, 2022 | 44.12% |
Date | Value |
---|---|
February 28, 2022 | 44.12% |
January 31, 2022 | 44.12% |
December 31, 2021 | 44.12% |
November 30, 2021 | 44.12% |
October 31, 2021 | 44.12% |
September 30, 2021 | 44.12% |
August 31, 2021 | 44.12% |
July 31, 2021 | 44.12% |
June 30, 2021 | 44.12% |
May 31, 2021 | 44.12% |
April 30, 2021 | 44.12% |
March 31, 2021 | 44.12% |
February 28, 2021 | 44.12% |
January 31, 2021 | 44.12% |
December 31, 2020 | 44.12% |
November 30, 2020 | 44.12% |
October 31, 2020 | 44.12% |
September 30, 2020 | 44.12% |
August 31, 2020 | 44.12% |
July 31, 2020 | 44.12% |
June 30, 2020 | 44.12% |
May 31, 2020 | 44.12% |
April 30, 2020 | 44.12% |
March 31, 2020 | 44.12% |
February 29, 2020 | 40.58% |
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
40.58%
Minimum
Apr 2019
44.12%
Maximum
Mar 2020
43.47%
Average
44.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.321 |
Beta (5Y) | 1.065 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0489 |
Beta (vs YCharts Benchmark) (5Y) | 0.7386 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.98% |
Historical Sharpe Ratio (5Y) | 0.3506 |
Historical Sortino (5Y) | 0.4048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.21% |