Innovator Deepwater Frontier Tech ETF (LOUP)
53.92
-0.33
(-0.61%)
USD |
NYSEARCA |
Nov 13, 16:00
LOUP Max Drawdown (5Y): 58.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.68% |
| September 30, 2024 | 58.68% |
| August 31, 2024 | 58.68% |
| July 31, 2024 | 58.68% |
| June 30, 2024 | 58.68% |
| May 31, 2024 | 58.68% |
| April 30, 2024 | 58.68% |
| March 31, 2024 | 58.68% |
| February 29, 2024 | 58.68% |
| January 31, 2024 | 58.68% |
| December 31, 2023 | 58.68% |
| November 30, 2023 | 58.68% |
| October 31, 2023 | 58.68% |
| September 30, 2023 | 58.68% |
| August 31, 2023 | 58.68% |
| July 31, 2023 | 58.68% |
| June 30, 2023 | 58.68% |
| May 31, 2023 | 58.68% |
| April 30, 2023 | 58.68% |
| March 31, 2023 | 58.68% |
| February 28, 2023 | 58.68% |
| January 31, 2023 | 58.68% |
| December 31, 2022 | 58.68% |
| November 30, 2022 | 58.68% |
| October 31, 2022 | 58.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.53% |
| August 31, 2022 | 53.67% |
| July 31, 2022 | 53.67% |
| June 30, 2022 | 53.67% |
| May 31, 2022 | 50.01% |
| April 30, 2022 | 41.54% |
| March 31, 2022 | 41.54% |
| February 28, 2022 | 41.54% |
| January 31, 2022 | 41.54% |
| December 31, 2021 | 41.54% |
| November 30, 2021 | 41.54% |
| October 31, 2021 | 41.54% |
| September 30, 2021 | 41.54% |
| August 31, 2021 | 41.54% |
| July 31, 2021 | 41.54% |
| June 30, 2021 | 41.54% |
| May 31, 2021 | 41.54% |
| April 30, 2021 | 41.54% |
| March 31, 2021 | 41.54% |
| February 28, 2021 | 41.54% |
| January 31, 2021 | 41.54% |
| December 31, 2020 | 41.54% |
| November 30, 2020 | 41.54% |
| October 31, 2020 | 41.54% |
| September 30, 2020 | 41.54% |
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
28.70%
Minimum
Nov 2019
58.68%
Maximum
Oct 2022
48.84%
Average
45.78%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3114 |
| Beta (5Y) | 1.370 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.708 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.91% |
| Historical Sharpe Ratio (5Y) | 0.3996 |
| Historical Sortino (5Y) | 0.6216 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.40% |