ALPS Medical Breakthroughs ETF (SBIO)
31.13
-0.73
(-2.29%)
USD |
NYSEARCA |
Apr 25, 16:00
31.13
0.00 (0.00%)
After-Hours: 20:00
SBIO Max Drawdown (5Y): 63.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.06% |
| February 29, 2024 | 63.06% |
| January 31, 2024 | 63.06% |
| December 31, 2023 | 63.06% |
| November 30, 2023 | 63.06% |
| October 31, 2023 | 63.06% |
| September 30, 2023 | 62.30% |
| August 31, 2023 | 62.30% |
| July 31, 2023 | 62.30% |
| June 30, 2023 | 62.30% |
| May 31, 2023 | 62.30% |
| April 30, 2023 | 62.30% |
| March 31, 2023 | 62.30% |
| February 28, 2023 | 62.30% |
| January 31, 2023 | 62.30% |
| December 31, 2022 | 62.30% |
| November 30, 2022 | 62.30% |
| October 31, 2022 | 62.30% |
| September 30, 2022 | 62.30% |
| August 31, 2022 | 62.30% |
| July 31, 2022 | 62.30% |
| June 30, 2022 | 62.30% |
| May 31, 2022 | 62.25% |
| April 30, 2022 | 55.24% |
| March 31, 2022 | 51.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.20% |
| January 31, 2022 | 49.66% |
| December 31, 2021 | 39.30% |
| November 30, 2021 | 40.60% |
| October 31, 2021 | 43.46% |
| September 30, 2021 | 43.46% |
| August 31, 2021 | 49.69% |
| July 31, 2021 | 49.69% |
| June 30, 2021 | 49.69% |
| May 31, 2021 | 49.69% |
| April 30, 2021 | 49.69% |
| March 31, 2021 | 49.69% |
| February 28, 2021 | 49.69% |
| January 31, 2021 | 49.69% |
| December 31, 2020 | 49.69% |
| November 30, 2020 | 49.69% |
| October 31, 2020 | 49.69% |
| September 30, 2020 | 49.69% |
| August 31, 2020 | 49.69% |
| July 31, 2020 | 49.69% |
| June 30, 2020 | 49.69% |
| May 31, 2020 | 49.69% |
| April 30, 2020 | 49.69% |
| March 31, 2020 | 49.69% |
| February 29, 2020 | 49.69% |
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
39.30%
Minimum
Dec 2021
63.06%
Maximum
Oct 2023
54.20%
Average
49.69%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.34 |
| Beta (5Y) | 0.9088 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.44 |
| Beta (vs YCharts Benchmark) (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.32% |
| Historical Sharpe Ratio (5Y) | -0.0618 |
| Historical Sortino (5Y) | -0.1012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.99% |