Credit Suisse X-Lnks Crde OlShrsCvCllETN (USOI)
76.35
-0.06
(-0.08%)
USD |
NASDAQ |
Apr 18, 16:00
76.35
0.00 (0.00%)
After-Hours: 19:48
USOI Max Drawdown (5Y): 77.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.29% |
| February 29, 2024 | 77.29% |
| January 31, 2024 | 77.29% |
| December 31, 2023 | 77.29% |
| November 30, 2023 | 77.29% |
| October 31, 2023 | 77.29% |
| September 30, 2023 | 77.29% |
| August 31, 2023 | 77.29% |
| July 31, 2023 | 77.29% |
| June 30, 2023 | 77.29% |
| May 31, 2023 | 77.29% |
| April 30, 2023 | 77.29% |
| March 31, 2023 | 77.29% |
| February 28, 2023 | 77.29% |
| January 31, 2023 | 77.29% |
| December 31, 2022 | 77.29% |
| November 30, 2022 | 77.29% |
| October 31, 2022 | 77.29% |
| September 30, 2022 | 77.29% |
| August 31, 2022 | 77.29% |
| July 31, 2022 | 77.29% |
| June 30, 2022 | 77.29% |
| May 31, 2022 | 77.29% |
| April 30, 2022 | 77.29% |
| March 31, 2022 | 77.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.29% |
| January 31, 2022 | 77.29% |
| December 31, 2021 | 77.29% |
| November 30, 2021 | 77.29% |
| October 31, 2021 | 77.29% |
| September 30, 2021 | 77.29% |
| August 31, 2021 | 77.29% |
| July 31, 2021 | 77.29% |
| June 30, 2021 | 77.29% |
| May 31, 2021 | 77.29% |
| April 30, 2021 | 77.29% |
| March 31, 2021 | 77.29% |
| February 28, 2021 | 77.29% |
| January 31, 2021 | 77.29% |
| December 31, 2020 | 77.29% |
| November 30, 2020 | 77.29% |
| October 31, 2020 | 77.29% |
| September 30, 2020 | 77.29% |
| August 31, 2020 | 77.29% |
| July 31, 2020 | 77.29% |
| June 30, 2020 | 77.29% |
| May 31, 2020 | 77.29% |
| April 30, 2020 | 75.34% |
| March 31, 2020 | 66.25% |
| February 29, 2020 | 38.15% |
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
38.15%
Minimum
Apr 2019
77.29%
Maximum
May 2020
69.90%
Average
77.29%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Invesco DB Oil | 68.13% |
| United States Gasoline | 78.93% |
| United States Brent Oil | 75.18% |
| ProShares K-1 Free Crude Oil Strategy | 83.76% |
| Invesco DB Agriculture | 42.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.05 |
| Beta (5Y) | 1.468 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.05 |
| Beta (vs YCharts Benchmark) (5Y) | 1.468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.91% |
| Historical Sharpe Ratio (5Y) | -0.3039 |
| Historical Sortino (5Y) | -0.2873 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |