ALPS O'Shares US Quality Div ETF (OUSA)
47.52
+0.27
(+0.57%)
USD |
BATS |
Apr 26, 13:15
OUSA Max Drawdown (5Y): 33.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.12% |
February 29, 2024 | 33.12% |
January 31, 2024 | 33.12% |
December 31, 2023 | 33.12% |
November 30, 2023 | 33.12% |
October 31, 2023 | 33.12% |
September 30, 2023 | 33.12% |
August 31, 2023 | 33.12% |
July 31, 2023 | 33.12% |
June 30, 2023 | 33.12% |
May 31, 2023 | 33.12% |
April 30, 2023 | 33.12% |
March 31, 2023 | 33.12% |
February 28, 2023 | 33.12% |
January 31, 2023 | 33.12% |
December 31, 2022 | 33.12% |
November 30, 2022 | 33.12% |
October 31, 2022 | 33.12% |
September 30, 2022 | 33.12% |
August 31, 2022 | 33.12% |
July 31, 2022 | 33.12% |
June 30, 2022 | 33.12% |
May 31, 2022 | 33.12% |
April 30, 2022 | 33.12% |
March 31, 2022 | 33.12% |
Date | Value |
---|---|
February 28, 2022 | 33.12% |
January 31, 2022 | 33.12% |
December 31, 2021 | 33.12% |
November 30, 2021 | 33.12% |
October 31, 2021 | 33.12% |
September 30, 2021 | 33.12% |
August 31, 2021 | 33.12% |
July 31, 2021 | 33.12% |
June 30, 2021 | 33.12% |
May 31, 2021 | 33.12% |
April 30, 2021 | 33.12% |
March 31, 2021 | 33.12% |
February 28, 2021 | 33.12% |
January 31, 2021 | 33.12% |
December 31, 2020 | 33.12% |
November 30, 2020 | 33.12% |
October 31, 2020 | 33.12% |
September 30, 2020 | 33.12% |
August 31, 2020 | 33.12% |
July 31, 2020 | 33.12% |
June 30, 2020 | 33.12% |
May 31, 2020 | 33.12% |
April 30, 2020 | 33.12% |
March 31, 2020 | 33.12% |
February 29, 2020 | 13.29% |
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
13.29%
Minimum
Apr 2019
33.12%
Maximum
Mar 2020
29.48%
Average
33.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.604 |
Beta (5Y) | 0.8305 |
Alpha (vs YCharts Benchmark) (5Y) | 1.658 |
Beta (vs YCharts Benchmark) (5Y) | 0.7908 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.56% |
Historical Sharpe Ratio (5Y) | 0.4974 |
Historical Sortino (5Y) | 0.5414 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.02% |