Procure Space ETF (UFO)
21.16
-0.28
(-1.31%)
USD |
NASDAQ |
Nov 15, 16:00
21.30
+0.14
(+0.66%)
After-Hours: 18:40
UFO Max Drawdown (5Y): 50.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.35% |
| September 30, 2024 | 50.35% |
| August 31, 2024 | 50.35% |
| July 31, 2024 | 50.35% |
| June 30, 2024 | 50.35% |
| May 31, 2024 | 50.35% |
| April 30, 2024 | 50.35% |
| March 31, 2024 | 50.35% |
| February 29, 2024 | 50.35% |
| January 31, 2024 | 50.35% |
| December 31, 2023 | 50.35% |
| November 30, 2023 | 50.35% |
| October 31, 2023 | 50.35% |
| September 30, 2023 | 48.21% |
| August 31, 2023 | 48.21% |
| July 31, 2023 | 48.21% |
| June 30, 2023 | 48.21% |
| May 31, 2023 | 48.21% |
| April 30, 2023 | 48.21% |
| March 31, 2023 | 48.21% |
| February 28, 2023 | 48.21% |
| January 31, 2023 | 48.21% |
| December 31, 2022 | 48.21% |
| November 30, 2022 | 48.21% |
| October 31, 2022 | 48.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.21% |
| August 31, 2022 | 48.21% |
| July 31, 2022 | 48.21% |
| June 30, 2022 | 48.21% |
| May 31, 2022 | 48.21% |
| April 30, 2022 | 48.21% |
| March 31, 2022 | 48.21% |
| February 28, 2022 | 48.21% |
| January 31, 2022 | 48.21% |
| December 31, 2021 | 48.21% |
| November 30, 2021 | 48.21% |
| October 31, 2021 | 48.21% |
| September 30, 2021 | 48.21% |
| August 31, 2021 | 48.21% |
| July 31, 2021 | 48.21% |
| June 30, 2021 | 48.21% |
| May 31, 2021 | 48.21% |
| April 30, 2021 | 48.21% |
| March 31, 2021 | 48.21% |
| February 28, 2021 | 48.21% |
| January 31, 2021 | 48.21% |
| December 31, 2020 | 48.21% |
| November 30, 2020 | 48.21% |
| October 31, 2020 | 48.21% |
| September 30, 2020 | 48.21% |
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
10.47%
Minimum
Nov 2019
50.35%
Maximum
Oct 2023
46.24%
Average
48.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.81 |
| Beta (5Y) | 1.232 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.54 |
| Beta (vs YCharts Benchmark) (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.52% |
| Historical Sharpe Ratio (5Y) | -0.234 |
| Historical Sortino (5Y) | -0.2947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |