Amplify BlueStar Israel Technology ETF (ITEQ)
43.75
-0.02
(-0.05%)
USD |
NYSEARCA |
Apr 18, 16:00
ITEQ Max Drawdown (5Y): 54.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 36.49% |
| July 31, 2020 | 36.49% |
| June 30, 2020 | 36.49% |
| May 31, 2020 | 36.49% |
| April 30, 2020 | 36.49% |
| March 31, 2020 | 36.49% |
| February 29, 2020 | 21.04% |
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
Apr 2019
54.59%
Maximum
Oct 2023
38.40%
Average
36.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.785 |
| Beta (5Y) | 1.018 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.85 |
| Beta (vs YCharts Benchmark) (5Y) | 0.799 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
| Historical Sharpe Ratio (5Y) | 0.1243 |
| Historical Sortino (5Y) | 0.1837 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |