Renaissance International IPO ETF (IPOS)
14.58
+0.60
(+4.33%)
USD |
NYSEARCA |
May 02, 16:00
IPOS Max Drawdown (5Y): 69.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.27% |
| March 31, 2024 | 69.27% |
| February 29, 2024 | 69.27% |
| January 31, 2024 | 69.27% |
| December 31, 2023 | 69.21% |
| November 30, 2023 | 69.21% |
| October 31, 2023 | 69.21% |
| September 30, 2023 | 68.28% |
| August 31, 2023 | 68.28% |
| July 31, 2023 | 68.28% |
| June 30, 2023 | 68.28% |
| May 31, 2023 | 68.28% |
| April 30, 2023 | 68.28% |
| March 31, 2023 | 68.28% |
| February 28, 2023 | 68.28% |
| January 31, 2023 | 68.28% |
| December 31, 2022 | 68.28% |
| November 30, 2022 | 68.28% |
| October 31, 2022 | 68.28% |
| September 30, 2022 | 64.48% |
| August 31, 2022 | 60.61% |
| July 31, 2022 | 60.61% |
| June 30, 2022 | 60.61% |
| May 31, 2022 | 60.61% |
| April 30, 2022 | 58.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.05% |
| February 28, 2022 | 48.84% |
| January 31, 2022 | 46.73% |
| December 31, 2021 | 39.26% |
| November 30, 2021 | 33.81% |
| October 31, 2021 | 28.71% |
| September 30, 2021 | 28.43% |
| August 31, 2021 | 28.43% |
| July 31, 2021 | 28.43% |
| June 30, 2021 | 28.43% |
| May 31, 2021 | 28.43% |
| April 30, 2021 | 30.81% |
| March 31, 2021 | 30.81% |
| February 28, 2021 | 30.81% |
| January 31, 2021 | 30.81% |
| December 31, 2020 | 30.81% |
| November 30, 2020 | 34.00% |
| October 31, 2020 | 34.00% |
| September 30, 2020 | 34.00% |
| August 31, 2020 | 34.00% |
| July 31, 2020 | 34.00% |
| June 30, 2020 | 34.00% |
| May 31, 2020 | 34.00% |
| April 30, 2020 | 34.00% |
| March 31, 2020 | 34.00% |
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
28.43%
Minimum
May 2021
69.27%
Maximum
Jan 2024
47.78%
Average
34.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.52 |
| Beta (5Y) | 1.054 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.05 |
| Beta (vs YCharts Benchmark) (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.62% |
| Historical Sharpe Ratio (5Y) | -0.4047 |
| Historical Sortino (5Y) | -0.6545 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |