NYLIM Hedge Multi-Strategy Tracker ETF (QAI)
36.17
+0.12
(+0.33%)
USD |
NYSEARCA |
Oct 09, 16:00
QAI Max Drawdown (5Y) : 14.95% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 14.95% |
| August 31, 2026 | 14.95% |
| July 31, 2026 | 14.95% |
| June 30, 2026 | 14.95% |
| May 31, 2026 | 14.95% |
| April 30, 2026 | 14.95% |
| March 31, 2026 | 14.95% |
| February 28, 2026 | 14.95% |
| January 31, 2026 | 14.95% |
| December 31, 2025 | 14.95% |
| November 30, 2025 | 14.95% |
| October 31, 2025 | 14.95% |
| September 30, 2025 | 14.95% |
| August 31, 2025 | 14.95% |
| July 31, 2025 | 14.95% |
| June 30, 2025 | 14.95% |
| May 31, 2025 | 14.95% |
| April 30, 2025 | 14.95% |
| March 31, 2025 | 14.95% |
| February 28, 2025 | 14.95% |
| January 31, 2025 | 14.95% |
| December 31, 2024 | 14.95% |
| November 30, 2024 | 14.95% |
| October 31, 2024 | 14.95% |
| September 30, 2024 | 14.95% |
| Date | Value |
|---|---|
| August 31, 2024 | 14.95% |
| July 31, 2024 | 14.95% |
| June 30, 2024 | 14.95% |
| May 31, 2024 | 14.95% |
| April 30, 2024 | 14.95% |
| March 31, 2024 | 14.95% |
| February 29, 2024 | 14.95% |
| January 31, 2024 | 14.95% |
| December 31, 2023 | 14.95% |
| November 30, 2023 | 14.95% |
| October 31, 2023 | 14.95% |
| September 30, 2023 | 14.95% |
| August 31, 2023 | 14.95% |
| July 31, 2023 | 14.95% |
| June 30, 2023 | 14.95% |
| May 31, 2023 | 14.95% |
| April 30, 2023 | 14.95% |
| March 31, 2023 | 14.95% |
| February 28, 2023 | 14.95% |
| January 31, 2023 | 14.95% |
| December 31, 2022 | 14.95% |
| November 30, 2022 | 14.95% |
| October 31, 2022 | 14.95% |
| September 30, 2022 | 14.85% |
| August 31, 2022 | 14.11% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares Short Russell2000 | 66.44% |
| iShares Russell Top 200 ETF | 25.64% |
| iShares Russell 1000 ETF | 25.20% |
| iShares US Telecommunications ETF | 39.73% |
| ProShares UltraShort Russell2000 | 92.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.146 |
| Beta (5Y) | 0.3826 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4268 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1802 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.21% |
| Historical Sharpe Ratio (5Y) | 0.1341 |
| Historical Sortino (5Y) | 0.2073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.88% |