Amplify Global Cloud Technology ETF (IVES)
44.27
+0.14
(+0.32%)
USD |
NYSEARCA |
Apr 24, 16:00
IVES Max Drawdown (5Y): 56.11% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.11% |
| February 29, 2024 | 56.11% |
| January 31, 2024 | 56.11% |
| December 31, 2023 | 56.11% |
| November 30, 2023 | 56.11% |
| October 31, 2023 | 56.11% |
| September 30, 2023 | 56.11% |
| August 31, 2023 | 56.11% |
| July 31, 2023 | 56.11% |
| June 30, 2023 | 56.11% |
| May 31, 2023 | 56.11% |
| April 30, 2023 | 56.11% |
| March 31, 2023 | 56.11% |
| February 28, 2023 | 56.11% |
| January 31, 2023 | 56.11% |
| December 31, 2022 | 56.11% |
| November 30, 2022 | 56.11% |
| October 31, 2022 | 54.91% |
| September 30, 2022 | 52.57% |
| August 31, 2022 | 50.74% |
| July 31, 2022 | 50.74% |
| June 30, 2022 | 50.74% |
| May 31, 2022 | 48.92% |
| April 30, 2022 | 41.92% |
| March 31, 2022 | 41.92% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.60% |
| January 31, 2022 | 41.60% |
| December 31, 2021 | 41.60% |
| November 30, 2021 | 41.60% |
| October 31, 2021 | 41.60% |
| September 30, 2021 | 41.60% |
| August 31, 2021 | 41.60% |
| July 31, 2021 | 41.60% |
| June 30, 2021 | 41.60% |
| May 31, 2021 | 41.60% |
| April 30, 2021 | 41.60% |
| March 31, 2021 | 41.60% |
| February 28, 2021 | 41.60% |
| January 31, 2021 | 41.60% |
| December 31, 2020 | 41.60% |
| November 30, 2020 | 41.60% |
| October 31, 2020 | 41.60% |
| September 30, 2020 | 41.60% |
| August 31, 2020 | 41.60% |
| July 31, 2020 | 41.60% |
| June 30, 2020 | 41.60% |
| May 31, 2020 | 41.60% |
| April 30, 2020 | 41.60% |
| March 31, 2020 | 41.60% |
| February 29, 2020 | 28.59% |
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
28.59%
Minimum
Apr 2019
56.11%
Maximum
Nov 2022
44.32%
Average
41.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.176 |
| Beta (5Y) | 1.135 |
| Alpha (vs YCharts Benchmark) (5Y) | -15.46 |
| Beta (vs YCharts Benchmark) (5Y) | 0.904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.69% |
| Historical Sharpe Ratio (5Y) | 0.1715 |
| Historical Sortino (5Y) | 0.2268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.26% |