Amplify BlueStar Israel Technology ETF (ITEQ)
48.41
-1.02
(-2.06%)
USD |
NYSEARCA |
Nov 15, 16:00
48.30
-0.11
(-0.23%)
After-Hours: 20:00
ITEQ Max Drawdown (5Y): 54.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.59% |
| September 30, 2024 | 54.59% |
| August 31, 2024 | 54.59% |
| July 31, 2024 | 54.59% |
| June 30, 2024 | 54.59% |
| May 31, 2024 | 54.59% |
| April 30, 2024 | 54.59% |
| March 31, 2024 | 54.59% |
| February 29, 2024 | 54.59% |
| January 31, 2024 | 54.59% |
| December 31, 2023 | 54.59% |
| November 30, 2023 | 54.59% |
| October 31, 2023 | 54.59% |
| September 30, 2023 | 48.69% |
| August 31, 2023 | 47.06% |
| July 31, 2023 | 47.06% |
| June 30, 2023 | 47.06% |
| May 31, 2023 | 47.06% |
| April 30, 2023 | 47.06% |
| March 31, 2023 | 47.06% |
| February 28, 2023 | 47.06% |
| January 31, 2023 | 47.06% |
| December 31, 2022 | 47.06% |
| November 30, 2022 | 47.06% |
| October 31, 2022 | 47.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.97% |
| August 31, 2022 | 45.97% |
| July 31, 2022 | 45.97% |
| June 30, 2022 | 45.97% |
| May 31, 2022 | 45.74% |
| April 30, 2022 | 36.64% |
| March 31, 2022 | 36.49% |
| February 28, 2022 | 36.49% |
| January 31, 2022 | 36.49% |
| December 31, 2021 | 36.49% |
| November 30, 2021 | 36.49% |
| October 31, 2021 | 36.49% |
| September 30, 2021 | 36.49% |
| August 31, 2021 | 36.49% |
| July 31, 2021 | 36.49% |
| June 30, 2021 | 36.49% |
| May 31, 2021 | 36.49% |
| April 30, 2021 | 36.49% |
| March 31, 2021 | 36.49% |
| February 28, 2021 | 36.49% |
| January 31, 2021 | 36.49% |
| December 31, 2020 | 36.49% |
| November 30, 2020 | 36.49% |
| October 31, 2020 | 36.49% |
| September 30, 2020 | 36.49% |
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
21.04%
Minimum
Nov 2019
54.59%
Maximum
Oct 2023
42.31%
Average
41.19%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.425 |
| Beta (5Y) | 1.059 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.854 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.10% |
| Historical Sharpe Ratio (5Y) | 0.0289 |
| Historical Sortino (5Y) | 0.0439 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |