Xtrackers Russell 1000 US QARP ETF (QARP)
54.20
+0.35
(+0.65%)
USD |
NYSEARCA |
Nov 25, 16:00
54.20
0.00 (0.00%)
After-Hours: 20:00
QARP Max Drawdown (5Y): 35.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.43% |
| September 30, 2024 | 35.43% |
| August 31, 2024 | 35.43% |
| July 31, 2024 | 35.43% |
| June 30, 2024 | 35.43% |
| May 31, 2024 | 35.43% |
| April 30, 2024 | 35.43% |
| March 31, 2024 | 35.43% |
| February 29, 2024 | 35.43% |
| January 31, 2024 | 35.43% |
| December 31, 2023 | 35.43% |
| November 30, 2023 | 35.43% |
| October 31, 2023 | 35.43% |
| September 30, 2023 | 35.43% |
| August 31, 2023 | 35.43% |
| July 31, 2023 | 35.43% |
| June 30, 2023 | 35.43% |
| May 31, 2023 | 35.43% |
| April 30, 2023 | 35.43% |
| March 31, 2023 | 35.43% |
| February 28, 2023 | 35.43% |
| January 31, 2023 | 35.43% |
| December 31, 2022 | 35.43% |
| November 30, 2022 | 35.43% |
| October 31, 2022 | 35.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.43% |
| August 31, 2022 | 35.43% |
| July 31, 2022 | 35.43% |
| June 30, 2022 | 35.43% |
| May 31, 2022 | 35.43% |
| April 30, 2022 | 35.43% |
| March 31, 2022 | 35.43% |
| February 28, 2022 | 35.43% |
| January 31, 2022 | 35.43% |
| December 31, 2021 | 35.43% |
| November 30, 2021 | 35.43% |
| October 31, 2021 | 35.43% |
| September 30, 2021 | 35.43% |
| August 31, 2021 | 35.43% |
| July 31, 2021 | 35.43% |
| June 30, 2021 | 35.43% |
| May 31, 2021 | 35.43% |
| April 30, 2021 | 35.43% |
| March 31, 2021 | 35.43% |
| February 28, 2021 | 35.43% |
| January 31, 2021 | 35.43% |
| December 31, 2020 | 35.43% |
| November 30, 2020 | 35.43% |
| October 31, 2020 | 35.43% |
| September 30, 2020 | 35.43% |
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
17.28%
Minimum
Nov 2019
35.43%
Maximum
Mar 2020
34.22%
Average
35.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7241 |
| Beta (5Y) | 0.9968 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7241 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9968 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.63% |
| Historical Sharpe Ratio (5Y) | 0.6516 |
| Historical Sortino (5Y) | 0.6688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.16% |