ALPS Medical Breakthroughs ETF (SBIO)
37.05
-2.00
(-5.12%)
USD |
NYSEARCA |
Nov 15, 14:49
SBIO Max Drawdown (5Y): 63.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.06% |
| September 30, 2024 | 63.06% |
| August 31, 2024 | 63.06% |
| July 31, 2024 | 63.06% |
| June 30, 2024 | 63.06% |
| May 31, 2024 | 63.06% |
| April 30, 2024 | 63.06% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
55.76%
Average
58.75%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.444 |
| Beta (5Y) | 0.9027 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.897 |
| Beta (vs YCharts Benchmark) (5Y) | 0.968 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.38% |
| Historical Sharpe Ratio (5Y) | -0.021 |
| Historical Sortino (5Y) | -0.0335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.99% |