Cambria Cannabis ETF (TOKE)
5.68
+0.24
(+4.41%)
USD |
BATS |
Nov 15, 16:00
5.68
0.00 (0.00%)
After-Hours: 20:00
TOKE Max Drawdown (5Y): 79.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.46% |
| September 30, 2024 | 79.46% |
| August 31, 2024 | 79.46% |
| July 31, 2024 | 79.46% |
| June 30, 2024 | 79.46% |
| May 31, 2024 | 79.46% |
| April 30, 2024 | 79.46% |
| March 31, 2024 | 79.46% |
| February 29, 2024 | 79.46% |
| January 31, 2024 | 79.46% |
| December 31, 2023 | 79.46% |
| November 30, 2023 | 79.46% |
| October 31, 2023 | 79.46% |
| September 30, 2023 | 77.60% |
| August 31, 2023 | 77.60% |
| July 31, 2023 | 77.60% |
| June 30, 2023 | 77.60% |
| May 31, 2023 | 77.49% |
| April 30, 2023 | 76.20% |
| March 31, 2023 | 76.15% |
| February 28, 2023 | 74.85% |
| January 31, 2023 | 74.85% |
| December 31, 2022 | 74.85% |
| November 30, 2022 | 74.85% |
| October 31, 2022 | 74.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.78% |
| August 31, 2022 | 69.95% |
| July 31, 2022 | 69.14% |
| June 30, 2022 | 69.08% |
| May 31, 2022 | 67.15% |
| April 30, 2022 | 67.15% |
| March 31, 2022 | 67.15% |
| February 28, 2022 | 67.15% |
| January 31, 2022 | 67.15% |
| December 31, 2021 | 67.15% |
| November 30, 2021 | 67.15% |
| October 31, 2021 | 67.15% |
| September 30, 2021 | 67.15% |
| August 31, 2021 | 67.15% |
| July 31, 2021 | 67.15% |
| June 30, 2021 | 67.15% |
| May 31, 2021 | 67.15% |
| April 30, 2021 | 67.15% |
| March 31, 2021 | 67.15% |
| February 28, 2021 | 67.15% |
| January 31, 2021 | 67.15% |
| December 31, 2020 | 67.15% |
| November 30, 2020 | 67.15% |
| October 31, 2020 | 67.15% |
| September 30, 2020 | 67.15% |
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
41.58%
Minimum
Nov 2019
79.46%
Maximum
Oct 2023
70.32%
Average
67.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.09 |
| Beta (5Y) | 1.212 |
| Alpha (vs YCharts Benchmark) (5Y) | -32.77 |
| Beta (vs YCharts Benchmark) (5Y) | 1.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.15% |
| Historical Sharpe Ratio (5Y) | -0.5229 |
| Historical Sortino (5Y) | -0.896 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.11% |