VictoryShares US Value Momentum ETF (ULVM)
76.07
+0.39
(+0.52%)
USD |
NYSEARCA |
Mar 28, 16:00
ULVM Max Drawdown (5Y): 40.71% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 40.71% |
January 31, 2024 | 40.71% |
December 31, 2023 | 40.71% |
November 30, 2023 | 40.71% |
October 31, 2023 | 40.71% |
September 30, 2023 | 40.71% |
August 31, 2023 | 40.71% |
July 31, 2023 | 40.71% |
June 30, 2023 | 40.71% |
May 31, 2023 | 40.71% |
April 30, 2023 | 40.71% |
March 31, 2023 | 40.71% |
February 28, 2023 | 40.71% |
January 31, 2023 | 40.71% |
December 31, 2022 | 40.71% |
November 30, 2022 | 40.71% |
October 31, 2022 | 40.71% |
September 30, 2022 | 40.71% |
August 31, 2022 | 40.71% |
July 31, 2022 | 40.71% |
June 30, 2022 | 40.71% |
May 31, 2022 | 40.71% |
April 30, 2022 | 40.71% |
March 31, 2022 | 40.71% |
February 28, 2022 | 40.71% |
Date | Value |
---|---|
January 31, 2022 | 40.71% |
December 31, 2021 | 40.71% |
November 30, 2021 | 40.71% |
October 31, 2021 | 40.71% |
September 30, 2021 | 40.71% |
August 31, 2021 | 40.71% |
July 31, 2021 | 40.71% |
June 30, 2021 | 40.71% |
May 31, 2021 | 40.71% |
April 30, 2021 | 40.71% |
March 31, 2021 | 40.71% |
February 28, 2021 | 40.71% |
January 31, 2021 | 40.71% |
December 31, 2020 | 40.71% |
November 30, 2020 | 40.71% |
October 31, 2020 | 40.71% |
September 30, 2020 | 40.71% |
August 31, 2020 | 40.71% |
July 31, 2020 | 40.71% |
June 30, 2020 | 40.71% |
May 31, 2020 | 40.71% |
April 30, 2020 | 40.71% |
March 31, 2020 | 40.71% |
February 29, 2020 | 21.94% |
January 31, 2020 | 21.94% |
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
21.94%
Minimum
Mar 2019
40.71%
Maximum
Mar 2020
36.95%
Average
40.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.304 |
Beta (5Y) | 0.9849 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1907 |
Beta (vs YCharts Benchmark) (5Y) | 1.01 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.24% |
Historical Sharpe Ratio (5Y) | 0.4624 |
Historical Sortino (5Y) | 0.4694 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.34% |