Amplify Digital Payments ETF (IPAY)
58.65
+0.35
(+0.60%)
USD |
NYSEARCA |
Nov 15, 16:00
58.65
0.00 (0.00%)
After-Hours: 20:00
IPAY Max Drawdown (5Y): 51.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.75% |
| September 30, 2024 | 51.75% |
| August 31, 2024 | 51.75% |
| July 31, 2024 | 51.75% |
| June 30, 2024 | 51.75% |
| May 31, 2024 | 51.75% |
| April 30, 2024 | 51.75% |
| March 31, 2024 | 51.75% |
| February 29, 2024 | 51.75% |
| January 31, 2024 | 51.75% |
| December 31, 2023 | 51.75% |
| November 30, 2023 | 51.75% |
| October 31, 2023 | 51.75% |
| September 30, 2023 | 48.53% |
| August 31, 2023 | 48.53% |
| July 31, 2023 | 48.53% |
| June 30, 2023 | 48.53% |
| May 31, 2023 | 48.53% |
| April 30, 2023 | 48.53% |
| March 31, 2023 | 48.53% |
| February 28, 2023 | 48.53% |
| January 31, 2023 | 48.53% |
| December 31, 2022 | 48.53% |
| November 30, 2022 | 48.53% |
| October 31, 2022 | 48.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.53% |
| August 31, 2022 | 47.81% |
| July 31, 2022 | 47.81% |
| June 30, 2022 | 47.81% |
| May 31, 2022 | 44.98% |
| April 30, 2022 | 42.94% |
| March 31, 2022 | 42.94% |
| February 28, 2022 | 42.94% |
| January 31, 2022 | 42.94% |
| December 31, 2021 | 42.94% |
| November 30, 2021 | 42.94% |
| October 31, 2021 | 42.94% |
| September 30, 2021 | 42.94% |
| August 31, 2021 | 42.94% |
| July 31, 2021 | 42.94% |
| June 30, 2021 | 42.94% |
| May 31, 2021 | 42.94% |
| April 30, 2021 | 42.94% |
| March 31, 2021 | 42.94% |
| February 28, 2021 | 42.94% |
| January 31, 2021 | 42.94% |
| December 31, 2020 | 42.94% |
| November 30, 2020 | 42.94% |
| October 31, 2020 | 42.94% |
| September 30, 2020 | 42.94% |
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
24.47%
Minimum
Nov 2019
51.75%
Maximum
Oct 2023
45.10%
Average
43.96%
Median
Max Drawdown (5Y) Benchmarks
| Global X Atnms & Elctrc Vhcls ETF | 39.23% |
| Global X PropTech ETF | -- |
| VanEck Uranium & Nuclear ETF | 34.35% |
| Global X FinTech ETF | 63.56% |
| FT Nasdaq Artfcl Intllgnc and Rbtc ETF | 44.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.32 |
| Beta (5Y) | 1.418 |
| Alpha (vs YCharts Benchmark) (5Y) | -10.03 |
| Beta (vs YCharts Benchmark) (5Y) | 1.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.39% |
| Historical Sharpe Ratio (5Y) | 0.0134 |
| Historical Sortino (5Y) | 0.0185 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.67% |