VanEck Short Muni ETF (SMB)
16.98
-0.01
(-0.05%)
USD |
BATS |
May 17, 16:00
16.98
0.00 (0.00%)
Pre-Market: 20:00
SMB Max Drawdown (5Y): 12.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 12.64% |
March 31, 2024 | 12.64% |
February 29, 2024 | 12.64% |
January 31, 2024 | 12.64% |
December 31, 2023 | 12.64% |
November 30, 2023 | 12.64% |
October 31, 2023 | 12.64% |
September 30, 2023 | 12.64% |
August 31, 2023 | 12.64% |
July 31, 2023 | 12.64% |
June 30, 2023 | 12.64% |
May 31, 2023 | 12.64% |
April 30, 2023 | 12.64% |
March 31, 2023 | 12.64% |
February 28, 2023 | 12.64% |
January 31, 2023 | 12.64% |
December 31, 2022 | 12.64% |
November 30, 2022 | 12.64% |
October 31, 2022 | 12.64% |
September 30, 2022 | 12.64% |
August 31, 2022 | 12.64% |
July 31, 2022 | 12.64% |
June 30, 2022 | 12.64% |
May 31, 2022 | 12.64% |
April 30, 2022 | 12.64% |
Date | Value |
---|---|
March 31, 2022 | 12.64% |
February 28, 2022 | 12.64% |
January 31, 2022 | 12.64% |
December 31, 2021 | 12.64% |
November 30, 2021 | 12.64% |
October 31, 2021 | 12.64% |
September 30, 2021 | 12.64% |
August 31, 2021 | 12.64% |
July 31, 2021 | 12.64% |
June 30, 2021 | 12.64% |
May 31, 2021 | 12.64% |
April 30, 2021 | 12.64% |
March 31, 2021 | 12.64% |
February 28, 2021 | 12.64% |
January 31, 2021 | 12.64% |
December 31, 2020 | 12.64% |
November 30, 2020 | 12.64% |
October 31, 2020 | 12.64% |
September 30, 2020 | 12.64% |
August 31, 2020 | 12.64% |
July 31, 2020 | 12.64% |
June 30, 2020 | 12.64% |
May 31, 2020 | 12.64% |
April 30, 2020 | 12.64% |
March 31, 2020 | 12.64% |
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
4.10%
Minimum
May 2019
12.64%
Maximum
Mar 2020
11.22%
Average
12.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8037 |
Beta (5Y) | 0.4559 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8037 |
Beta (vs YCharts Benchmark) (5Y) | 0.4559 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.07% |
Historical Sharpe Ratio (5Y) | -0.2855 |
Historical Sortino (5Y) | -0.2968 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.59% |