NBI Liquid Alternatives ETF (NALT.TO)

22.10 +0.09 (+0.41%) CAD  |  TSX  |  Dec 30, 15:55
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NALT.TO Max Drawdown (5Y): 21.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global X ReSolve Adaptive Asset Alloc Corp Cl ETF --
Picton Mahoney Fortified Multi-Strat Alt ETF 23.00%
AGF US Market Neutral Anti-Beta CAD-Hedged ETF 38.08%
Accelerate OneChoice Alternative Portfolio ETF --
Picton Mahoney Fortified Alpha Alternative ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.135
Beta (5Y) 0.1630
Alpha (vs YCharts Benchmark) (5Y) 1.680
Beta (vs YCharts Benchmark) (5Y) 0.0681
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 8.90%
Historical Sharpe Ratio (5Y) 0.3068
Historical Sortino (5Y) 0.392
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.22%