United States 12 Month Natural Gas (UNL)
7.96
+0.11
(+1.40%)
USD |
NYSEARCA |
Mar 18, 16:00
7.96
0.00 (0.00%)
After-Hours: 20:00
UNL Max Drawdown (5Y): 74.31% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 74.31% |
January 31, 2024 | 71.88% |
December 31, 2023 | 71.88% |
November 30, 2023 | 66.24% |
October 31, 2023 | 63.19% |
September 30, 2023 | 63.19% |
August 31, 2023 | 63.19% |
July 31, 2023 | 63.19% |
June 30, 2023 | 63.19% |
May 31, 2023 | 62.72% |
April 30, 2023 | 62.19% |
March 31, 2023 | 60.15% |
February 28, 2023 | 59.48% |
January 31, 2023 | 57.99% |
December 31, 2022 | 57.99% |
November 30, 2022 | 57.99% |
October 31, 2022 | 57.99% |
September 30, 2022 | 59.67% |
August 31, 2022 | 59.67% |
July 31, 2022 | 59.67% |
June 30, 2022 | 59.67% |
May 31, 2022 | 59.67% |
April 30, 2022 | 59.67% |
March 31, 2022 | 59.67% |
February 28, 2022 | 59.67% |
Date | Value |
---|---|
January 31, 2022 | 59.67% |
December 31, 2021 | 59.67% |
November 30, 2021 | 59.67% |
October 31, 2021 | 59.67% |
September 30, 2021 | 59.67% |
August 31, 2021 | 59.67% |
July 31, 2021 | 59.67% |
June 30, 2021 | 61.57% |
May 31, 2021 | 64.37% |
April 30, 2021 | 65.80% |
March 31, 2021 | 68.66% |
February 28, 2021 | 72.42% |
January 31, 2021 | 75.67% |
December 31, 2020 | 77.36% |
November 30, 2020 | 77.70% |
October 31, 2020 | 77.70% |
September 30, 2020 | 77.70% |
August 31, 2020 | 77.70% |
July 31, 2020 | 77.70% |
June 30, 2020 | 77.70% |
May 31, 2020 | 77.70% |
April 30, 2020 | 77.70% |
March 31, 2020 | 77.70% |
February 29, 2020 | 77.70% |
January 31, 2020 | 77.70% |
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
57.99%
Minimum
Oct 2022
77.70%
Maximum
Mar 2019
68.16%
Average
65.09%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.97 |
Beta (5Y) | 1.400 |
Alpha (vs YCharts Benchmark) (5Y) | -12.97 |
Beta (vs YCharts Benchmark) (5Y) | 1.400 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.09% |
Historical Sharpe Ratio (5Y) | 0.0252 |
Historical Sortino (5Y) | 0.0423 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.99% |