Capital Link Global Fintech Leaders ETF (KOIN)
31.38
-0.03
(-0.09%)
USD |
NYSEARCA |
Apr 18, 16:00
KOIN Max Drawdown (5Y): 35.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.38% |
| February 29, 2024 | 35.38% |
| January 31, 2024 | 35.38% |
| December 31, 2023 | 35.38% |
| November 30, 2023 | 35.38% |
| October 31, 2023 | 35.38% |
| September 30, 2023 | 35.38% |
| August 31, 2023 | 35.38% |
| July 31, 2023 | 35.38% |
| June 30, 2023 | 35.38% |
| May 31, 2023 | 35.38% |
| April 30, 2023 | 35.38% |
| March 31, 2023 | 35.38% |
| February 28, 2023 | 35.38% |
| January 31, 2023 | 35.38% |
| December 31, 2022 | 35.38% |
| November 30, 2022 | 35.38% |
| October 31, 2022 | 35.38% |
| September 30, 2022 | 33.88% |
| August 31, 2022 | 31.57% |
| July 31, 2022 | 31.57% |
| June 30, 2022 | 31.57% |
| May 31, 2022 | 31.57% |
| April 30, 2022 | 31.57% |
| March 31, 2022 | 31.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.57% |
| January 31, 2022 | 31.57% |
| December 31, 2021 | 31.57% |
| November 30, 2021 | 31.57% |
| October 31, 2021 | 31.57% |
| September 30, 2021 | 31.57% |
| August 31, 2021 | 31.57% |
| July 31, 2021 | 31.57% |
| June 30, 2021 | 31.57% |
| May 31, 2021 | 31.57% |
| April 30, 2021 | 31.57% |
| March 31, 2021 | 31.57% |
| February 28, 2021 | 31.57% |
| January 31, 2021 | 31.57% |
| December 31, 2020 | 31.57% |
| November 30, 2020 | 31.57% |
| October 31, 2020 | 31.57% |
| September 30, 2020 | 31.57% |
| August 31, 2020 | 31.57% |
| July 31, 2020 | 31.57% |
| June 30, 2020 | 31.57% |
| May 31, 2020 | 31.57% |
| April 30, 2020 | 31.57% |
| March 31, 2020 | 31.57% |
| February 29, 2020 | 22.28% |
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
22.28%
Minimum
Apr 2019
35.38%
Maximum
Oct 2022
31.05%
Average
31.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.194 |
| Beta (5Y) | 0.9728 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.934 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.97% |
| Historical Sharpe Ratio (5Y) | 0.4311 |
| Historical Sortino (5Y) | 0.5304 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.73% |