Amplify BlackSwan Gr & Trsry Cor ETF (SWAN)
29.80
-0.34
(-1.14%)
USD |
NYSEARCA |
Nov 15, 16:00
29.80
0.00 (0.00%)
After-Hours: 20:00
SWAN Max Drawdown (5Y): 31.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.04% |
| September 30, 2024 | 31.04% |
| August 31, 2024 | 31.04% |
| July 31, 2024 | 31.04% |
| June 30, 2024 | 31.04% |
| May 31, 2024 | 31.04% |
| April 30, 2024 | 31.04% |
| March 31, 2024 | 31.04% |
| February 29, 2024 | 31.04% |
| January 31, 2024 | 31.04% |
| December 31, 2023 | 31.04% |
| November 30, 2023 | 31.04% |
| October 31, 2023 | 31.04% |
| September 30, 2023 | 29.96% |
| August 31, 2023 | 29.96% |
| July 31, 2023 | 29.96% |
| June 30, 2023 | 29.96% |
| May 31, 2023 | 29.96% |
| April 30, 2023 | 29.96% |
| March 31, 2023 | 29.96% |
| February 28, 2023 | 29.96% |
| January 31, 2023 | 29.96% |
| December 31, 2022 | 29.96% |
| November 30, 2022 | 29.96% |
| October 31, 2022 | 29.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.22% |
| August 31, 2022 | 24.42% |
| July 31, 2022 | 24.42% |
| June 30, 2022 | 24.42% |
| May 31, 2022 | 20.39% |
| April 30, 2022 | 17.77% |
| March 31, 2022 | 12.78% |
| February 28, 2022 | 12.78% |
| January 31, 2022 | 12.78% |
| December 31, 2021 | 12.78% |
| November 30, 2021 | 12.78% |
| October 31, 2021 | 12.78% |
| September 30, 2021 | 12.78% |
| August 31, 2021 | 12.78% |
| July 31, 2021 | 12.78% |
| June 30, 2021 | 12.78% |
| May 31, 2021 | 12.78% |
| April 30, 2021 | 12.78% |
| March 31, 2021 | 12.78% |
| February 28, 2021 | 12.78% |
| January 31, 2021 | 12.78% |
| December 31, 2020 | 12.78% |
| November 30, 2020 | 12.78% |
| October 31, 2020 | 12.78% |
| September 30, 2020 | 12.78% |
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
6.75%
Minimum
Nov 2019
31.04%
Maximum
Oct 2023
20.82%
Average
19.08%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.076 |
| Beta (5Y) | 0.5786 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.959 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3748 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.77% |
| Historical Sharpe Ratio (5Y) | 0.1184 |
| Historical Sortino (5Y) | 0.1792 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.87% |