RPAR Risk Parity ETF (RPAR)
21.31
+0.08
(+0.36%)
USD |
NYSEARCA |
Oct 09, 16:00
21.30
-0.01
(-0.06%)
After-Hours: 20:00
RPAR Max Drawdown (5Y) : 30.14% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 30.14% |
| August 31, 2026 | 30.14% |
| July 31, 2026 | 30.14% |
| June 30, 2026 | 30.14% |
| May 31, 2026 | 30.14% |
| April 30, 2026 | 30.14% |
| March 31, 2026 | 30.14% |
| February 28, 2026 | 30.14% |
| January 31, 2026 | 30.14% |
| December 31, 2025 | 30.14% |
| November 30, 2025 | 30.14% |
| October 31, 2025 | 30.14% |
| September 30, 2025 | 30.14% |
| August 31, 2025 | 30.14% |
| July 31, 2025 | 30.14% |
| June 30, 2025 | 30.14% |
| May 31, 2025 | 30.14% |
| April 30, 2025 | 30.14% |
| March 31, 2025 | 30.14% |
| February 28, 2025 | 30.14% |
| January 31, 2025 | 30.14% |
| December 31, 2024 | 30.14% |
| November 30, 2024 | 30.14% |
| October 31, 2024 | 30.14% |
| September 30, 2024 | 30.14% |
| Date | Value |
|---|---|
| August 31, 2024 | 30.14% |
| July 31, 2024 | 30.14% |
| June 30, 2024 | 30.14% |
| May 31, 2024 | 30.14% |
| April 30, 2024 | 30.14% |
| March 31, 2024 | 30.14% |
| February 29, 2024 | 30.14% |
| January 31, 2024 | 30.14% |
| December 31, 2023 | 30.14% |
| November 30, 2023 | 30.14% |
| October 31, 2023 | 30.14% |
| September 30, 2023 | 30.14% |
| August 31, 2023 | 30.14% |
| July 31, 2023 | 30.14% |
| June 30, 2023 | 30.14% |
| May 31, 2023 | 30.14% |
| April 30, 2023 | 30.14% |
| March 31, 2023 | 30.14% |
| February 28, 2023 | 30.14% |
| January 31, 2023 | 30.14% |
| December 31, 2022 | 30.14% |
| November 30, 2022 | 30.14% |
| October 31, 2022 | 30.14% |
| September 30, 2022 | 29.89% |
| August 31, 2022 | 22.63% |
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
| UPAR Ultra Risk Parity ETF | -- |
| Clough Global Opportunities Fund | 58.44% |
| Clough Global Dividend and Income Fund | 47.17% |
| Amplify CEF High Income ETF | 27.96% |
| Leuthold Core ETF | 13.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.44 |
| Beta (5Y) | 0.7024 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3609 |
| Beta (vs YCharts Benchmark) (5Y) | 1.463 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.93% |
| Historical Sharpe Ratio (5Y) | -0.2638 |
| Historical Sortino (5Y) | -0.3856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.69% |