Amplify Alternative Harvest ETF (MJ)
2.64
-0.01
(-0.38%)
USD |
NYSEARCA |
Nov 15, 16:00
2.65
+0.01
(+0.38%)
After-Hours: 20:00
MJ Max Drawdown (5Y): 91.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.86% |
| September 30, 2024 | 91.86% |
| August 31, 2024 | 91.86% |
| July 31, 2024 | 91.86% |
| June 30, 2024 | 91.86% |
| May 31, 2024 | 91.86% |
| April 30, 2024 | 91.86% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
61.17%
Minimum
Nov 2019
91.86%
Maximum
Jun 2023
82.71%
Average
80.04%
Median
Max Drawdown (5Y) Benchmarks
| First Trust Global Wind Energy ETF | 46.30% |
| Amplify Digital Payments ETF | 51.75% |
| AdvisorShares Pure Cannabis ETF | 91.56% |
| Amplify Seymour Cannabis ETF | 91.40% |
| Cambria Cannabis ETF | 79.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.97 |
| Beta (5Y) | 1.386 |
| Alpha (vs YCharts Benchmark) (5Y) | -45.97 |
| Beta (vs YCharts Benchmark) (5Y) | 1.270 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.46% |
| Historical Sharpe Ratio (5Y) | -0.598 |
| Historical Sortino (5Y) | -1.150 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.38% |