GraniteShares HIPS US High Income ETF (HIPS)
12.52
+0.21 (+1.69%)
USD |
NYSEARCA |
Jun 24, 16:00
12.54
+0.02 (+0.20%)
After-Hours: 20:00
HIPS Max Drawdown (5Y): 53.03% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 53.03% |
April 30, 2022 | 53.03% |
March 31, 2022 | 53.03% |
February 28, 2022 | 53.03% |
January 31, 2022 | 53.03% |
December 31, 2021 | 53.03% |
November 30, 2021 | 53.03% |
October 31, 2021 | 53.03% |
September 30, 2021 | 53.03% |
August 31, 2021 | 53.03% |
July 31, 2021 | 53.03% |
June 30, 2021 | 53.03% |
May 31, 2021 | 53.03% |
April 30, 2021 | 53.03% |
March 31, 2021 | 53.03% |
February 28, 2021 | 53.03% |
January 31, 2021 | 53.03% |
December 31, 2020 | 53.03% |
November 30, 2020 | 53.03% |
October 31, 2020 | 53.03% |
September 30, 2020 | 53.03% |
August 31, 2020 | 53.03% |
July 31, 2020 | 53.03% |
June 30, 2020 | 53.03% |
May 31, 2020 | 53.03% |
Date | Value |
---|---|
April 30, 2020 | 53.03% |
March 31, 2020 | 53.03% |
February 29, 2020 | 33.44% |
January 31, 2020 | 33.44% |
December 31, 2019 | 33.44% |
November 30, 2019 | 33.44% |
October 31, 2019 | 33.44% |
September 30, 2019 | 33.44% |
August 31, 2019 | 33.44% |
July 31, 2019 | 33.44% |
June 30, 2019 | 33.44% |
May 31, 2019 | 33.44% |
April 30, 2019 | 33.44% |
March 31, 2019 | 33.44% |
February 28, 2019 | 33.44% |
January 31, 2019 | 33.44% |
December 31, 2018 | 33.44% |
November 30, 2018 | 33.44% |
October 31, 2018 | 33.44% |
September 30, 2018 | 33.44% |
August 31, 2018 | 33.44% |
July 31, 2018 | 33.44% |
June 30, 2018 | 33.44% |
May 31, 2018 | 33.44% |
April 30, 2018 | 33.44% |
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
33.44%
Minimum
Jun 2017
53.03%
Maximum
Mar 2020
42.26%
Average
33.44%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.14 |
Beta (5Y) | 1.134 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.95% |
Historical Sharpe Ratio (5Y) | 0.1997 |
Historical Sortino (5Y) | 0.1755 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |