Amplify Alternative Harvest ETF (MJ)
3.73
-0.14
(-3.62%)
USD |
NYSEARCA |
Apr 25, 16:00
3.68
-0.05
(-1.34%)
Pre-Market: 09:21
MJ Max Drawdown (5Y): 91.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.86% |
| February 29, 2024 | 91.86% |
| January 31, 2024 | 91.86% |
| December 31, 2023 | 91.86% |
| November 30, 2023 | 91.86% |
| October 31, 2023 | 91.86% |
| September 30, 2023 | 91.86% |
| August 31, 2023 | 91.86% |
| July 31, 2023 | 91.86% |
| June 30, 2023 | 91.86% |
| May 31, 2023 | 91.78% |
| April 30, 2023 | 91.42% |
| March 31, 2023 | 90.47% |
| February 28, 2023 | 88.99% |
| January 31, 2023 | 88.99% |
| December 31, 2022 | 88.99% |
| November 30, 2022 | 87.67% |
| October 31, 2022 | 87.67% |
| September 30, 2022 | 87.67% |
| August 31, 2022 | 84.80% |
| July 31, 2022 | 84.80% |
| June 30, 2022 | 84.53% |
| May 31, 2022 | 81.47% |
| April 30, 2022 | 78.60% |
| March 31, 2022 | 77.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.35% |
| January 31, 2022 | 77.35% |
| December 31, 2021 | 77.35% |
| November 30, 2021 | 77.35% |
| October 31, 2021 | 77.35% |
| September 30, 2021 | 77.35% |
| August 31, 2021 | 77.35% |
| July 31, 2021 | 77.35% |
| June 30, 2021 | 77.35% |
| May 31, 2021 | 77.35% |
| April 30, 2021 | 77.35% |
| March 31, 2021 | 77.35% |
| February 28, 2021 | 77.35% |
| January 31, 2021 | 77.35% |
| December 31, 2020 | 77.35% |
| November 30, 2020 | 77.35% |
| October 31, 2020 | 77.35% |
| September 30, 2020 | 77.35% |
| August 31, 2020 | 77.35% |
| July 31, 2020 | 77.35% |
| June 30, 2020 | 77.35% |
| May 31, 2020 | 77.35% |
| April 30, 2020 | 77.35% |
| March 31, 2020 | 77.35% |
| February 29, 2020 | 65.73% |
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
44.01%
Minimum
Apr 2019
91.86%
Maximum
Jun 2023
77.42%
Average
77.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.94 |
| Beta (5Y) | 1.519 |
| Alpha (vs YCharts Benchmark) (5Y) | -53.18 |
| Beta (vs YCharts Benchmark) (5Y) | 1.421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.87% |
| Historical Sharpe Ratio (5Y) | -0.7087 |
| Historical Sortino (5Y) | -1.383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.41% |