United States 12 Month Natural Gas (UNL)
7.88
-0.20
(-2.43%)
USD |
NYSEARCA |
Apr 24, 16:00
UNL Max Drawdown (5Y): 74.31% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.31% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 59.67% |
| 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% |
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
Apr 2019
68.10%
Average
65.09%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.96 |
| Beta (5Y) | 1.381 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.96 |
| Beta (vs YCharts Benchmark) (5Y) | 1.381 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.11% |
| Historical Sharpe Ratio (5Y) | -0.1877 |
| Historical Sortino (5Y) | -0.3147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.99% |