IQ Hedge Multi-Strategy Tracker ETF (QAI)
31.05
+0.08
(+0.26%)
USD |
NYSEARCA |
Jun 28, 11:43
QAI Max Drawdown (5Y): 14.95% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 14.11% |
| June 30, 2022 | 14.11% |
| May 31, 2022 | 14.11% |
| Date | Value |
|---|---|
| April 30, 2022 | 14.11% |
| March 31, 2022 | 14.11% |
| February 28, 2022 | 14.11% |
| January 31, 2022 | 14.11% |
| December 31, 2021 | 14.11% |
| November 30, 2021 | 14.11% |
| October 31, 2021 | 14.11% |
| September 30, 2021 | 14.11% |
| August 31, 2021 | 14.11% |
| July 31, 2021 | 14.11% |
| June 30, 2021 | 14.11% |
| May 31, 2021 | 14.11% |
| April 30, 2021 | 14.11% |
| March 31, 2021 | 14.11% |
| February 28, 2021 | 14.11% |
| January 31, 2021 | 14.11% |
| December 31, 2020 | 14.11% |
| November 30, 2020 | 14.11% |
| October 31, 2020 | 14.11% |
| September 30, 2020 | 14.11% |
| August 31, 2020 | 14.11% |
| July 31, 2020 | 14.11% |
| June 30, 2020 | 14.11% |
| May 31, 2020 | 14.11% |
| April 30, 2020 | 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
7.67%
Minimum
Jun 2019
14.95%
Maximum
Oct 2022
13.43%
Average
14.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.598 |
| Beta (5Y) | 0.3392 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.589 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3093 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.22% |
| Historical Sharpe Ratio (5Y) | 0.0901 |
| Historical Sortino (5Y) | 0.0975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.13% |