RiverFront Dynamic Core Income ETF (RFCI)
21.83
-0.05
(-0.23%)
USD |
NYSEARCA |
Apr 25, 16:00
RFCI Max Drawdown (5Y): 14.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 14.32% |
| February 29, 2024 | 14.32% |
| January 31, 2024 | 14.32% |
| December 31, 2023 | 14.32% |
| November 30, 2023 | 14.32% |
| October 31, 2023 | 14.32% |
| September 30, 2023 | 14.32% |
| August 31, 2023 | 14.32% |
| July 31, 2023 | 14.32% |
| June 30, 2023 | 14.32% |
| May 31, 2023 | 14.32% |
| April 30, 2023 | 14.32% |
| March 31, 2023 | 14.32% |
| February 28, 2023 | 14.32% |
| January 31, 2023 | 14.32% |
| December 31, 2022 | 14.32% |
| November 30, 2022 | 14.32% |
| October 31, 2022 | 14.32% |
| September 30, 2022 | 13.65% |
| August 31, 2022 | 11.75% |
| July 31, 2022 | 11.75% |
| June 30, 2022 | 11.75% |
| May 31, 2022 | 10.03% |
| April 30, 2022 | 9.63% |
| March 31, 2022 | 9.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 9.41% |
| January 31, 2022 | 9.41% |
| December 31, 2021 | 9.41% |
| November 30, 2021 | 9.41% |
| October 31, 2021 | 9.41% |
| September 30, 2021 | 9.41% |
| August 31, 2021 | 9.41% |
| July 31, 2021 | 9.41% |
| June 30, 2021 | 9.41% |
| May 31, 2021 | 9.41% |
| April 30, 2021 | 9.41% |
| March 31, 2021 | 9.41% |
| February 28, 2021 | 9.41% |
| January 31, 2021 | 9.41% |
| December 31, 2020 | 9.41% |
| November 30, 2020 | 9.41% |
| October 31, 2020 | 9.41% |
| September 30, 2020 | 9.41% |
| August 31, 2020 | 9.41% |
| July 31, 2020 | 9.41% |
| June 30, 2020 | 9.41% |
| May 31, 2020 | 9.41% |
| April 30, 2020 | 9.41% |
| March 31, 2020 | 9.41% |
| February 29, 2020 | 3.82% |
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
3.82%
Minimum
Apr 2019
14.32%
Maximum
Oct 2022
10.06%
Average
9.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3999 |
| Beta (5Y) | 0.8345 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3999 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8345 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.34% |
| Historical Sharpe Ratio (5Y) | -0.1805 |
| Historical Sortino (5Y) | -0.3001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.36% |