Xtrackers Municipal Infras Rev Bd ETF (RVNU)
25.12
-0.04
(-0.16%)
USD |
NYSEARCA |
May 01, 16:00
25.08
-0.04
(-0.16%)
After-Hours: 20:00
RVNU Max Drawdown (5Y): 23.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 23.52% |
March 31, 2024 | 23.52% |
February 29, 2024 | 23.52% |
January 31, 2024 | 23.52% |
December 31, 2023 | 23.52% |
November 30, 2023 | 23.52% |
October 31, 2023 | 23.52% |
September 30, 2023 | 23.52% |
August 31, 2023 | 23.52% |
July 31, 2023 | 23.52% |
June 30, 2023 | 23.52% |
May 31, 2023 | 23.52% |
April 30, 2023 | 23.52% |
March 31, 2023 | 23.52% |
February 28, 2023 | 23.52% |
January 31, 2023 | 23.52% |
December 31, 2022 | 23.52% |
November 30, 2022 | 23.52% |
October 31, 2022 | 23.52% |
September 30, 2022 | 20.25% |
August 31, 2022 | 17.36% |
July 31, 2022 | 17.36% |
June 30, 2022 | 17.36% |
May 31, 2022 | 17.36% |
April 30, 2022 | 17.36% |
Date | Value |
---|---|
March 31, 2022 | 17.36% |
February 28, 2022 | 17.36% |
January 31, 2022 | 17.36% |
December 31, 2021 | 17.36% |
November 30, 2021 | 17.36% |
October 31, 2021 | 17.36% |
September 30, 2021 | 17.36% |
August 31, 2021 | 17.36% |
July 31, 2021 | 17.36% |
June 30, 2021 | 17.36% |
May 31, 2021 | 17.36% |
April 30, 2021 | 17.36% |
March 31, 2021 | 17.36% |
February 28, 2021 | 17.36% |
January 31, 2021 | 17.36% |
December 31, 2020 | 17.36% |
November 30, 2020 | 17.36% |
October 31, 2020 | 17.36% |
September 30, 2020 | 17.36% |
August 31, 2020 | 17.36% |
July 31, 2020 | 17.36% |
June 30, 2020 | 17.36% |
May 31, 2020 | 17.36% |
April 30, 2020 | 17.36% |
March 31, 2020 | 17.36% |
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
10.11%
Minimum
May 2019
23.52%
Maximum
Oct 2022
18.15%
Average
17.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1535 |
Beta (5Y) | 1.566 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1535 |
Beta (vs YCharts Benchmark) (5Y) | 1.566 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.03% |
Historical Sharpe Ratio (5Y) | -0.1071 |
Historical Sortino (5Y) | -0.1463 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.90% |