ROBO Global Healthcare Technology & Innovation ETF (HTEC)

29.11 -0.28 (-0.94%) USD  |  NYSEARCA  |  Dec 27, 16:00
29.11 0.00 (0.00%) After-Hours: 19:48
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HTEC Max Drawdown (5Y): 57.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global X Aging Population ETF 30.58%
Global X Genomics & Biotechnology ETF 68.54%
iShares Genomics Immunology and Healthcare ETF 68.26%
Invesco Nasdaq Biotechnology ETF --
Tema Neuroscience and Mental Health ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.40
Beta (5Y) 1.070
Alpha (vs YCharts Benchmark) (5Y) -8.548
Beta (vs YCharts Benchmark) (5Y) 1.195
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.08%
Historical Sharpe Ratio (5Y) 0.0112
Historical Sortino (5Y) 0.017
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.15%