Motley Fool Small-Cap Growth ETF (TMFS)
29.88
+0.28
(+0.94%)
USD |
BATS |
Apr 16, 16:00
29.88
0.00 (0.00%)
After-Hours: 18:06
TMFS Max Drawdown (5Y): 48.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.81% |
| February 29, 2024 | 48.81% |
| January 31, 2024 | 48.81% |
| December 31, 2023 | 48.81% |
| November 30, 2023 | 48.81% |
| October 31, 2023 | 48.81% |
| September 30, 2023 | 48.81% |
| August 31, 2023 | 48.81% |
| July 31, 2023 | 48.81% |
| June 30, 2023 | 48.81% |
| May 31, 2023 | 48.81% |
| April 30, 2023 | 48.81% |
| March 31, 2023 | 48.81% |
| February 28, 2023 | 48.81% |
| January 31, 2023 | 48.81% |
| December 31, 2022 | 48.81% |
| November 30, 2022 | 48.81% |
| October 31, 2022 | 48.81% |
| September 30, 2022 | 48.81% |
| August 31, 2022 | 48.81% |
| July 31, 2022 | 48.81% |
| June 30, 2022 | 48.81% |
| May 31, 2022 | 44.46% |
| April 30, 2022 | 35.67% |
| March 31, 2022 | 35.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 35.14% |
| January 31, 2022 | 35.14% |
| December 31, 2021 | 35.14% |
| November 30, 2021 | 35.14% |
| October 31, 2021 | 35.14% |
| September 30, 2021 | 35.14% |
| August 31, 2021 | 35.14% |
| July 31, 2021 | 35.14% |
| June 30, 2021 | 35.14% |
| May 31, 2021 | 35.14% |
| April 30, 2021 | 35.14% |
| March 31, 2021 | 35.14% |
| February 28, 2021 | 35.14% |
| January 31, 2021 | 35.14% |
| December 31, 2020 | 35.14% |
| November 30, 2020 | 35.14% |
| October 31, 2020 | 35.14% |
| September 30, 2020 | 35.14% |
| August 31, 2020 | 35.14% |
| July 31, 2020 | 35.14% |
| June 30, 2020 | 35.14% |
| May 31, 2020 | 35.14% |
| April 30, 2020 | 35.14% |
| March 31, 2020 | 35.14% |
| February 29, 2020 | 20.28% |
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
20.28%
Minimum
Apr 2019
48.81%
Maximum
Jun 2022
37.59%
Average
35.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.486 |
| Beta (5Y) | 1.083 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.049 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.17% |
| Historical Sharpe Ratio (5Y) | 0.2541 |
| Historical Sortino (5Y) | 0.3644 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.15% |