VictoryShares Emerging Mkts Val MomtETF (UEVM)
45.64
+0.24
(+0.53%)
USD |
NYSEARCA |
Mar 28, 16:00
45.65
+0.01
(+0.02%)
After-Hours: 20:00
UEVM Max Drawdown (5Y): 45.45% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 45.45% |
January 31, 2024 | 45.45% |
December 31, 2023 | 45.45% |
November 30, 2023 | 45.45% |
October 31, 2023 | 45.45% |
September 30, 2023 | 45.45% |
August 31, 2023 | 45.45% |
July 31, 2023 | 45.45% |
June 30, 2023 | 45.45% |
May 31, 2023 | 45.45% |
April 30, 2023 | 45.45% |
March 31, 2023 | 45.45% |
February 28, 2023 | 45.45% |
January 31, 2023 | 45.45% |
December 31, 2022 | 45.45% |
November 30, 2022 | 45.45% |
October 31, 2022 | 45.45% |
September 30, 2022 | 45.45% |
August 31, 2022 | 45.45% |
July 31, 2022 | 45.45% |
June 30, 2022 | 45.45% |
May 31, 2022 | 45.45% |
April 30, 2022 | 45.45% |
March 31, 2022 | 45.45% |
February 28, 2022 | 45.45% |
Date | Value |
---|---|
January 31, 2022 | 45.45% |
December 31, 2021 | 45.45% |
November 30, 2021 | 45.45% |
October 31, 2021 | 45.45% |
September 30, 2021 | 45.45% |
August 31, 2021 | 45.45% |
July 31, 2021 | 45.45% |
June 30, 2021 | 45.45% |
May 31, 2021 | 45.45% |
April 30, 2021 | 45.45% |
March 31, 2021 | 45.45% |
February 28, 2021 | 45.45% |
January 31, 2021 | 45.45% |
December 31, 2020 | 45.45% |
November 30, 2020 | 45.45% |
October 31, 2020 | 45.45% |
September 30, 2020 | 45.45% |
August 31, 2020 | 45.45% |
July 31, 2020 | 45.45% |
June 30, 2020 | 45.45% |
May 31, 2020 | 45.45% |
April 30, 2020 | 45.45% |
March 31, 2020 | 45.45% |
February 29, 2020 | 27.06% |
January 31, 2020 | 27.06% |
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
26.98%
Minimum
Mar 2019
45.45%
Maximum
Mar 2020
41.76%
Average
45.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.265 |
Beta (5Y) | 0.9178 |
Alpha (vs YCharts Benchmark) (5Y) | 1.664 |
Beta (vs YCharts Benchmark) (5Y) | 0.8472 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.48% |
Historical Sharpe Ratio (5Y) | 0.1889 |
Historical Sortino (5Y) | 0.2249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.25% |