Amplify Junior Silver Miners ETF (SILJ)
11.92
-0.08
(-0.71%)
USD |
NYSEARCA |
May 10, 15:08
SILJ Max Drawdown (5Y): 70.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.09% |
March 31, 2024 | 70.09% |
February 29, 2024 | 70.09% |
January 31, 2024 | 70.09% |
December 31, 2023 | 70.09% |
November 30, 2023 | 70.09% |
October 31, 2023 | 70.09% |
September 30, 2023 | 70.09% |
August 31, 2023 | 70.09% |
July 31, 2023 | 70.09% |
June 30, 2023 | 70.09% |
May 31, 2023 | 70.09% |
April 30, 2023 | 70.09% |
March 31, 2023 | 70.09% |
February 28, 2023 | 70.09% |
January 31, 2023 | 70.09% |
December 31, 2022 | 70.09% |
November 30, 2022 | 70.09% |
October 31, 2022 | 70.09% |
September 30, 2022 | 70.09% |
August 31, 2022 | 70.09% |
July 31, 2022 | 70.09% |
June 30, 2022 | 70.09% |
May 31, 2022 | 70.09% |
April 30, 2022 | 70.09% |
Date | Value |
---|---|
March 31, 2022 | 70.09% |
February 28, 2022 | 70.09% |
January 31, 2022 | 70.09% |
December 31, 2021 | 70.09% |
November 30, 2021 | 70.09% |
October 31, 2021 | 70.09% |
September 30, 2021 | 70.09% |
August 31, 2021 | 70.09% |
July 31, 2021 | 70.09% |
June 30, 2021 | 70.09% |
May 31, 2021 | 70.09% |
April 30, 2021 | 70.09% |
March 31, 2021 | 70.09% |
February 28, 2021 | 70.09% |
January 31, 2021 | 70.09% |
December 31, 2020 | 70.09% |
November 30, 2020 | 76.24% |
October 31, 2020 | 79.04% |
September 30, 2020 | 79.04% |
August 31, 2020 | 79.04% |
July 31, 2020 | 79.04% |
June 30, 2020 | 79.04% |
May 31, 2020 | 79.04% |
April 30, 2020 | 79.04% |
March 31, 2020 | 79.04% |
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
70.09%
Minimum
Dec 2020
79.04%
Maximum
May 2019
72.88%
Average
70.09%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Global X Gold Explorers ETF | 54.33% |
Global X Silver Miners ETF | 63.07% |
iShares MSCI Global Gold Miners ETF | 52.03% |
iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
Sprott Gold Miners ETF | 49.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.858 |
Beta (5Y) | 1.495 |
Alpha (vs YCharts Benchmark) (5Y) | -8.385 |
Beta (vs YCharts Benchmark) (5Y) | 1.232 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.06% |
Historical Sharpe Ratio (5Y) | 0.1022 |
Historical Sortino (5Y) | 0.1895 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.72% |