Robo Global® Hlthcare Tech & Innovt ETF (HTEC)
28.70
-0.79
(-2.68%)
USD |
NYSEARCA |
Nov 14, 16:00
HTEC Max Drawdown (5Y): 57.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.50% |
| September 30, 2024 | 57.50% |
| August 31, 2024 | 57.50% |
| July 31, 2024 | 57.50% |
| June 30, 2024 | 57.50% |
| May 31, 2024 | 57.50% |
| April 30, 2024 | 57.50% |
| March 31, 2024 | 57.50% |
| February 29, 2024 | 57.50% |
| January 31, 2024 | 57.50% |
| December 31, 2023 | 57.50% |
| November 30, 2023 | 57.50% |
| October 31, 2023 | 57.50% |
| September 30, 2023 | 51.71% |
| August 31, 2023 | 49.23% |
| July 31, 2023 | 49.23% |
| June 30, 2023 | 49.23% |
| May 31, 2023 | 49.23% |
| April 30, 2023 | 49.23% |
| March 31, 2023 | 49.23% |
| February 28, 2023 | 49.23% |
| January 31, 2023 | 49.23% |
| December 31, 2022 | 49.23% |
| November 30, 2022 | 49.23% |
| October 31, 2022 | 49.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.47% |
| August 31, 2022 | 48.47% |
| July 31, 2022 | 48.47% |
| June 30, 2022 | 48.47% |
| May 31, 2022 | 47.47% |
| April 30, 2022 | 40.56% |
| March 31, 2022 | 37.93% |
| February 28, 2022 | 33.44% |
| January 31, 2022 | 32.30% |
| December 31, 2021 | 29.99% |
| November 30, 2021 | 29.99% |
| October 31, 2021 | 29.99% |
| September 30, 2021 | 29.99% |
| August 31, 2021 | 29.99% |
| July 31, 2021 | 29.99% |
| June 30, 2021 | 29.99% |
| May 31, 2021 | 29.99% |
| April 30, 2021 | 29.99% |
| March 31, 2021 | 29.99% |
| February 28, 2021 | 29.99% |
| January 31, 2021 | 29.99% |
| December 31, 2020 | 29.99% |
| November 30, 2020 | 29.99% |
| October 31, 2020 | 29.99% |
| September 30, 2020 | 29.99% |
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
11.08%
Minimum
Nov 2019
57.50%
Maximum
Oct 2023
40.51%
Average
44.01%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.568 |
| Beta (5Y) | 1.071 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.447 |
| Beta (vs YCharts Benchmark) (5Y) | 1.211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.08% |
| Historical Sharpe Ratio (5Y) | 0.0289 |
| Historical Sortino (5Y) | 0.0437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.15% |