ALPS Medical Breakthroughs ETF (SBIO)

33.72 -0.69 (-2.02%) USD  |  NYSEARCA  |  Dec 27, 16:00
33.74 +0.02 (+0.07%) After-Hours: 20:00
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SBIO Max Drawdown (5Y): 63.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco Dorsey Wright Healthcare Momentum ETF 53.52%
Invesco S&P SmallCap Health Care ETF 47.32%
SPDR S&P Health Care Equipment ETF 49.92%
SPDR S&P Biotech ETF 63.89%
Virtus LifeSci Biotech Products ETF 44.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.60
Beta (5Y) 0.889
Alpha (vs YCharts Benchmark) (5Y) -9.618
Beta (vs YCharts Benchmark) (5Y) 0.9329
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.44%
Historical Sharpe Ratio (5Y) -0.0786
Historical Sortino (5Y) -0.1253
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.99%