Renaissance IPO ETF (IPO)
38.08
+0.62
(+1.66%)
USD |
NYSEARCA |
Apr 26, 13:26
IPO Max Drawdown (5Y): 68.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.76% |
| February 29, 2024 | 68.76% |
| January 31, 2024 | 68.76% |
| December 31, 2023 | 68.76% |
| November 30, 2023 | 68.76% |
| October 31, 2023 | 68.76% |
| September 30, 2023 | 68.76% |
| August 31, 2023 | 68.76% |
| July 31, 2023 | 68.76% |
| June 30, 2023 | 68.76% |
| May 31, 2023 | 68.76% |
| April 30, 2023 | 68.76% |
| March 31, 2023 | 68.76% |
| February 28, 2023 | 68.76% |
| January 31, 2023 | 68.76% |
| December 31, 2022 | 68.76% |
| November 30, 2022 | 67.70% |
| October 31, 2022 | 65.13% |
| September 30, 2022 | 64.30% |
| August 31, 2022 | 64.30% |
| July 31, 2022 | 64.30% |
| June 30, 2022 | 64.30% |
| May 31, 2022 | 64.30% |
| April 30, 2022 | 53.25% |
| March 31, 2022 | 52.70% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.47% |
| January 31, 2022 | 45.47% |
| December 31, 2021 | 38.47% |
| November 30, 2021 | 38.47% |
| October 31, 2021 | 38.47% |
| September 30, 2021 | 38.47% |
| August 31, 2021 | 38.47% |
| July 31, 2021 | 38.47% |
| June 30, 2021 | 38.47% |
| May 31, 2021 | 38.47% |
| April 30, 2021 | 38.47% |
| March 31, 2021 | 38.47% |
| February 28, 2021 | 38.47% |
| January 31, 2021 | 38.47% |
| December 31, 2020 | 38.47% |
| November 30, 2020 | 38.47% |
| October 31, 2020 | 38.47% |
| September 30, 2020 | 38.47% |
| August 31, 2020 | 38.47% |
| July 31, 2020 | 38.47% |
| June 30, 2020 | 38.47% |
| May 31, 2020 | 38.47% |
| April 30, 2020 | 38.47% |
| March 31, 2020 | 38.47% |
| February 29, 2020 | 36.73% |
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
36.73%
Minimum
Apr 2019
68.76%
Maximum
Dec 2022
50.03%
Average
38.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.60 |
| Beta (5Y) | 1.232 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.822 |
| Beta (vs YCharts Benchmark) (5Y) | 1.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.53% |
| Historical Sharpe Ratio (5Y) | 0.1227 |
| Historical Sortino (5Y) | 0.1836 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.06% |