The 3D Printing ETF (PRNT)
23.01
+0.46 (+2.04%)
USD |
BATS |
May 26, 12:41
PRNT Max Drawdown (5Y): 51.31% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 51.31% |
| March 31, 2022 | 46.51% |
| February 28, 2022 | 46.15% |
| January 31, 2022 | 46.15% |
| December 31, 2021 | 46.15% |
| November 30, 2021 | 46.15% |
| October 31, 2021 | 46.15% |
| September 30, 2021 | 46.15% |
| August 31, 2021 | 46.15% |
| July 31, 2021 | 46.15% |
| June 30, 2021 | 46.15% |
| Date | Value |
|---|---|
| May 31, 2021 | 46.15% |
| April 30, 2021 | 46.15% |
| March 31, 2021 | 46.15% |
| February 28, 2021 | 46.15% |
| January 31, 2021 | 46.15% |
| December 31, 2020 | 46.15% |
| November 30, 2020 | 46.15% |
| October 31, 2020 | 46.15% |
| September 30, 2020 | 46.15% |
| August 31, 2020 | 46.15% |
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
46.15%
Minimum
Aug 2020
51.31%
Maximum
Apr 2022
46.41%
Average
46.15%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.86 |
| Beta (5Y) | 1.389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.74% |
| Historical Sharpe Ratio (5Y) | 0.1266 |
| Historical Sortino (5Y) | 0.1939 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |