C-Tracks ETN Bsd on Perf of M/H MLP Fdmt (MLPC)
6.360
0.00 (0.00%)
USD |
NYSEARCA |
Jun 17, 16:00
MLPC Max Drawdown (5Y): 77.75% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 77.75% |
April 30, 2024 | 77.75% |
March 31, 2024 | 77.75% |
February 29, 2024 | 77.75% |
January 31, 2024 | 77.75% |
December 31, 2023 | 77.75% |
November 30, 2023 | 77.75% |
October 31, 2023 | 77.75% |
September 30, 2023 | 77.75% |
August 31, 2023 | 77.75% |
July 31, 2023 | 77.75% |
June 30, 2023 | 77.75% |
May 31, 2023 | 77.75% |
April 30, 2023 | 77.75% |
March 31, 2023 | 77.75% |
February 28, 2023 | 77.75% |
January 31, 2023 | 77.75% |
December 31, 2022 | 77.75% |
November 30, 2022 | 77.75% |
October 31, 2022 | 77.75% |
September 30, 2022 | 77.75% |
August 31, 2022 | 77.75% |
July 31, 2022 | 77.75% |
June 30, 2022 | 77.75% |
May 31, 2022 | 77.75% |
Date | Value |
---|---|
April 30, 2022 | 77.75% |
March 31, 2022 | 77.75% |
February 28, 2022 | 77.75% |
January 31, 2022 | 77.75% |
December 31, 2021 | 77.75% |
November 30, 2021 | 77.75% |
October 31, 2021 | 77.75% |
September 30, 2021 | 77.75% |
August 31, 2021 | 77.75% |
July 31, 2021 | 77.75% |
June 30, 2021 | 77.75% |
May 31, 2021 | 77.75% |
April 30, 2021 | 77.75% |
March 31, 2021 | 77.75% |
February 28, 2021 | 77.75% |
January 31, 2021 | 77.75% |
December 31, 2020 | 77.75% |
November 30, 2020 | 77.75% |
October 31, 2020 | 77.75% |
September 30, 2020 | 77.75% |
August 31, 2020 | 77.75% |
July 31, 2020 | 77.75% |
June 30, 2020 | 77.75% |
May 31, 2020 | 77.75% |
April 30, 2020 | 77.75% |
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
60.78%
Minimum
Jun 2019
77.75%
Maximum
Mar 2020
75.21%
Average
77.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.03 |
Beta (5Y) | 0.8402 |
Alpha (vs YCharts Benchmark) (5Y) | -19.78 |
Beta (vs YCharts Benchmark) (5Y) | 0.5199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.86% |
Historical Sharpe Ratio (5Y) | -0.4103 |
Historical Sortino (5Y) | -0.5045 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.30% |