AdvisorShares STAR Global Buy-Write ETF (VEGA)
41.54
+0.08
(+0.18%)
USD |
NYSEARCA |
May 17, 16:00
43.09
+1.56
(+3.74%)
After-Hours: 20:00
VEGA Max Drawdown (5Y): 28.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.39% |
March 31, 2024 | 28.39% |
February 29, 2024 | 28.39% |
January 31, 2024 | 28.39% |
December 31, 2023 | 28.39% |
November 30, 2023 | 28.39% |
October 31, 2023 | 28.39% |
September 30, 2023 | 28.39% |
August 31, 2023 | 28.39% |
July 31, 2023 | 28.39% |
June 30, 2023 | 28.39% |
May 31, 2023 | 28.39% |
April 30, 2023 | 28.39% |
March 31, 2023 | 28.39% |
February 28, 2023 | 28.39% |
January 31, 2023 | 28.39% |
December 31, 2022 | 28.39% |
November 30, 2022 | 28.39% |
October 31, 2022 | 28.39% |
September 30, 2022 | 28.39% |
August 31, 2022 | 28.39% |
July 31, 2022 | 28.39% |
June 30, 2022 | 28.39% |
May 31, 2022 | 28.39% |
April 30, 2022 | 28.39% |
Date | Value |
---|---|
March 31, 2022 | 28.39% |
February 28, 2022 | 28.39% |
January 31, 2022 | 28.39% |
December 31, 2021 | 28.39% |
November 30, 2021 | 28.39% |
October 31, 2021 | 28.39% |
September 30, 2021 | 28.39% |
August 31, 2021 | 28.39% |
July 31, 2021 | 28.39% |
June 30, 2021 | 28.39% |
May 31, 2021 | 28.39% |
April 30, 2021 | 28.39% |
March 31, 2021 | 28.39% |
February 28, 2021 | 28.39% |
January 31, 2021 | 28.39% |
December 31, 2020 | 28.39% |
November 30, 2020 | 28.39% |
October 31, 2020 | 28.39% |
September 30, 2020 | 28.39% |
August 31, 2020 | 28.39% |
July 31, 2020 | 28.39% |
June 30, 2020 | 28.39% |
May 31, 2020 | 28.39% |
April 30, 2020 | 28.39% |
March 31, 2020 | 28.39% |
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
14.50%
Minimum
May 2019
28.39%
Maximum
Mar 2020
26.08%
Average
28.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.516 |
Beta (5Y) | 0.6975 |
Alpha (vs YCharts Benchmark) (5Y) | -4.516 |
Beta (vs YCharts Benchmark) (5Y) | 0.6975 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.32% |
Historical Sharpe Ratio (5Y) | 0.2274 |
Historical Sortino (5Y) | 0.2361 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.95% |