SoFi Social 50 ETF (SFYF)
42.44
+0.16
(+0.38%)
USD |
NYSEARCA |
Nov 26, 11:19
SFYF Max Drawdown (5Y): 56.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.07% |
| September 30, 2024 | 56.07% |
| August 31, 2024 | 56.07% |
| July 31, 2024 | 56.07% |
| June 30, 2024 | 56.07% |
| May 31, 2024 | 56.07% |
| April 30, 2024 | 56.07% |
| March 31, 2024 | 56.07% |
| February 29, 2024 | 56.07% |
| January 31, 2024 | 56.07% |
| December 31, 2023 | 56.07% |
| November 30, 2023 | 56.07% |
| October 31, 2023 | 56.07% |
| September 30, 2023 | 56.07% |
| August 31, 2023 | 56.07% |
| July 31, 2023 | 56.07% |
| June 30, 2023 | 56.07% |
| May 31, 2023 | 56.07% |
| April 30, 2023 | 56.07% |
| March 31, 2023 | 56.07% |
| February 28, 2023 | 56.07% |
| January 31, 2023 | 56.07% |
| December 31, 2022 | 56.07% |
| November 30, 2022 | 51.51% |
| October 31, 2022 | 51.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.23% |
| August 31, 2022 | 48.22% |
| July 31, 2022 | 48.22% |
| June 30, 2022 | 48.22% |
| May 31, 2022 | 47.05% |
| April 30, 2022 | 41.39% |
| March 31, 2022 | 41.39% |
| February 28, 2022 | 41.39% |
| January 31, 2022 | 41.39% |
| December 31, 2021 | 41.39% |
| November 30, 2021 | 41.39% |
| October 31, 2021 | 41.39% |
| September 30, 2021 | 41.39% |
| August 31, 2021 | 41.39% |
| July 31, 2021 | 41.39% |
| June 30, 2021 | 41.39% |
| May 31, 2021 | 41.39% |
| April 30, 2021 | 41.39% |
| March 31, 2021 | 41.39% |
| February 28, 2021 | 41.39% |
| January 31, 2021 | 41.39% |
| December 31, 2020 | 41.39% |
| November 30, 2020 | 41.39% |
| October 31, 2020 | 41.39% |
| September 30, 2020 | 41.39% |
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
11.52%
Minimum
Nov 2019
56.07%
Maximum
Dec 2022
45.94%
Average
44.22%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.580 |
| Beta (5Y) | 1.521 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.580 |
| Beta (vs YCharts Benchmark) (5Y) | 1.521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.19% |
| Historical Sharpe Ratio (5Y) | 0.3816 |
| Historical Sortino (5Y) | 0.5639 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |