VictoryShares Core Intermediate Bond ETF (UITB)
45.36
+0.16
(+0.35%)
USD |
NYSEARCA |
May 01, 16:00
45.36
0.00 (0.00%)
After-Hours: 17:27
UITB Max Drawdown (5Y): 17.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 17.02% |
March 31, 2024 | 17.02% |
February 29, 2024 | 17.02% |
January 31, 2024 | 17.02% |
December 31, 2023 | 17.02% |
November 30, 2023 | 17.02% |
October 31, 2023 | 17.02% |
September 30, 2023 | 17.02% |
August 31, 2023 | 17.02% |
July 31, 2023 | 17.02% |
June 30, 2023 | 17.02% |
May 31, 2023 | 17.02% |
April 30, 2023 | 17.02% |
March 31, 2023 | 17.02% |
February 28, 2023 | 17.02% |
January 31, 2023 | 17.02% |
December 31, 2022 | 17.02% |
November 30, 2022 | 17.02% |
October 31, 2022 | 17.02% |
September 30, 2022 | 15.84% |
August 31, 2022 | 13.54% |
July 31, 2022 | 13.54% |
June 30, 2022 | 13.54% |
May 31, 2022 | 11.14% |
April 30, 2022 | 10.46% |
Date | Value |
---|---|
March 31, 2022 | 8.72% |
February 28, 2022 | 8.72% |
January 31, 2022 | 8.72% |
December 31, 2021 | 8.72% |
November 30, 2021 | 8.72% |
October 31, 2021 | 8.72% |
September 30, 2021 | 8.72% |
August 31, 2021 | 8.72% |
July 31, 2021 | 8.72% |
June 30, 2021 | 8.72% |
May 31, 2021 | 8.72% |
April 30, 2021 | 8.72% |
March 31, 2021 | 8.72% |
February 28, 2021 | 8.72% |
January 31, 2021 | 8.72% |
December 31, 2020 | 8.72% |
November 30, 2020 | 8.72% |
October 31, 2020 | 8.72% |
September 30, 2020 | 8.72% |
August 31, 2020 | 8.72% |
July 31, 2020 | 8.72% |
June 30, 2020 | 8.72% |
May 31, 2020 | 8.72% |
April 30, 2020 | 8.72% |
March 31, 2020 | 8.72% |
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
3.44%
Minimum
May 2019
17.02%
Maximum
Oct 2022
10.90%
Average
8.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8525 |
Beta (5Y) | 0.9933 |
Alpha (vs YCharts Benchmark) (5Y) | 0.8525 |
Beta (vs YCharts Benchmark) (5Y) | 0.9933 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.31% |
Historical Sharpe Ratio (5Y) | -0.2117 |
Historical Sortino (5Y) | -0.3018 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.16% |