Amplify Online Retail ETF (IBUY)
53.58
-0.01
(-0.01%)
USD |
NYSEARCA |
Apr 26, 16:00
53.58
0.00 (0.00%)
After-Hours: 20:00
IBUY Max Drawdown (5Y): 73.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.00% |
| February 29, 2024 | 73.00% |
| January 31, 2024 | 73.00% |
| December 31, 2023 | 73.00% |
| November 30, 2023 | 73.00% |
| October 31, 2023 | 73.00% |
| September 30, 2023 | 73.00% |
| August 31, 2023 | 73.00% |
| July 31, 2023 | 73.00% |
| June 30, 2023 | 73.00% |
| May 31, 2023 | 73.00% |
| April 30, 2023 | 73.00% |
| March 31, 2023 | 73.00% |
| February 28, 2023 | 73.00% |
| January 31, 2023 | 73.00% |
| December 31, 2022 | 73.00% |
| November 30, 2022 | 73.00% |
| October 31, 2022 | 73.00% |
| September 30, 2022 | 71.58% |
| August 31, 2022 | 70.62% |
| July 31, 2022 | 70.62% |
| June 30, 2022 | 70.62% |
| May 31, 2022 | 69.35% |
| April 30, 2022 | 60.97% |
| March 31, 2022 | 59.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.17% |
| January 31, 2022 | 50.66% |
| December 31, 2021 | 39.24% |
| November 30, 2021 | 36.07% |
| October 31, 2021 | 36.07% |
| September 30, 2021 | 36.07% |
| August 31, 2021 | 36.07% |
| July 31, 2021 | 36.07% |
| June 30, 2021 | 36.07% |
| May 31, 2021 | 36.07% |
| April 30, 2021 | 36.07% |
| March 31, 2021 | 36.07% |
| February 28, 2021 | 36.07% |
| January 31, 2021 | 36.07% |
| December 31, 2020 | 36.07% |
| November 30, 2020 | 36.07% |
| October 31, 2020 | 36.07% |
| September 30, 2020 | 36.07% |
| August 31, 2020 | 36.07% |
| July 31, 2020 | 36.07% |
| June 30, 2020 | 36.07% |
| May 31, 2020 | 36.07% |
| April 30, 2020 | 36.07% |
| March 31, 2020 | 36.07% |
| February 29, 2020 | 31.37% |
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
31.37%
Minimum
Apr 2019
73.00%
Maximum
Oct 2022
50.54%
Average
36.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.52 |
| Beta (5Y) | 1.603 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.468 |
| Beta (vs YCharts Benchmark) (5Y) | 1.247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.08% |
| Historical Sharpe Ratio (5Y) | 0.0417 |
| Historical Sortino (5Y) | 0.0731 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.22% |