IQ Merger Arbitrage ETF (MNA)
32.02
+0.10 (+0.31%)
USD |
NYSEARCA |
Aug 12, 16:00
32.02
0.00 (0.00%)
After-Hours: 20:00
MNA Max Drawdown (5Y): 16.68% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 16.68% |
| June 30, 2022 | 16.68% |
| May 31, 2022 | 16.68% |
| April 30, 2022 | 16.68% |
| March 31, 2022 | 16.68% |
| February 28, 2022 | 16.68% |
| January 31, 2022 | 16.68% |
| December 31, 2021 | 16.68% |
| November 30, 2021 | 16.68% |
| October 31, 2021 | 16.68% |
| September 30, 2021 | 16.68% |
| August 31, 2021 | 16.68% |
| July 31, 2021 | 16.68% |
| June 30, 2021 | 16.68% |
| May 31, 2021 | 16.68% |
| April 30, 2021 | 16.68% |
| March 31, 2021 | 16.68% |
| February 28, 2021 | 16.68% |
| January 31, 2021 | 16.68% |
| December 31, 2020 | 16.68% |
| November 30, 2020 | 16.68% |
| October 31, 2020 | 16.68% |
| September 30, 2020 | 16.68% |
| August 31, 2020 | 16.68% |
| July 31, 2020 | 16.68% |
| Date | Value |
|---|---|
| June 30, 2020 | 16.68% |
| May 31, 2020 | 16.68% |
| April 30, 2020 | 16.68% |
| March 31, 2020 | 16.68% |
| February 29, 2020 | 5.78% |
| January 31, 2020 | 5.78% |
| December 31, 2019 | 5.78% |
| November 30, 2019 | 5.78% |
| October 31, 2019 | 5.78% |
| September 30, 2019 | 5.78% |
| August 31, 2019 | 5.78% |
| July 31, 2019 | 5.78% |
| June 30, 2019 | 5.78% |
| May 31, 2019 | 5.78% |
| April 30, 2019 | 5.78% |
| March 31, 2019 | 5.78% |
| February 28, 2019 | 5.78% |
| January 31, 2019 | 5.78% |
| December 31, 2018 | 5.78% |
| November 30, 2018 | 5.78% |
| October 31, 2018 | 5.78% |
| September 30, 2018 | 5.78% |
| August 31, 2018 | 5.78% |
| July 31, 2018 | 5.78% |
| June 30, 2018 | 5.78% |
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
5.78%
Minimum
Nov 2017
16.68%
Maximum
Mar 2020
11.11%
Average
7.57%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.322 |
| Beta (5Y) | 0.1771 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.58% |
| Historical Sharpe Ratio (5Y) | 0.0099 |
| Historical Sortino (5Y) | 0.0106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.92% |