AdvisorShares Vice ETF (VICE)
32.93
-0.02
(-0.05%)
USD |
NYSEARCA |
Nov 14, 16:00
VICE Max Drawdown (5Y): 38.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 38.27% |
September 30, 2024 | 38.27% |
August 31, 2024 | 38.27% |
July 31, 2024 | 38.27% |
June 30, 2024 | 38.27% |
May 31, 2024 | 38.27% |
April 30, 2024 | 38.27% |
March 31, 2024 | 38.27% |
February 29, 2024 | 38.27% |
January 31, 2024 | 38.27% |
December 31, 2023 | 38.27% |
November 30, 2023 | 38.27% |
October 31, 2023 | 38.27% |
September 30, 2023 | 38.27% |
August 31, 2023 | 38.27% |
July 31, 2023 | 38.27% |
June 30, 2023 | 38.27% |
May 31, 2023 | 38.27% |
April 30, 2023 | 38.27% |
March 31, 2023 | 38.27% |
February 28, 2023 | 38.27% |
January 31, 2023 | 38.27% |
December 31, 2022 | 38.27% |
November 30, 2022 | 38.27% |
October 31, 2022 | 38.27% |
Date | Value |
---|---|
September 30, 2022 | 38.27% |
August 31, 2022 | 38.27% |
July 31, 2022 | 38.27% |
June 30, 2022 | 38.27% |
May 31, 2022 | 38.27% |
April 30, 2022 | 38.27% |
March 31, 2022 | 38.27% |
February 28, 2022 | 38.27% |
January 31, 2022 | 38.27% |
December 31, 2021 | 38.27% |
November 30, 2021 | 38.27% |
October 31, 2021 | 38.27% |
September 30, 2021 | 38.27% |
August 31, 2021 | 38.27% |
July 31, 2021 | 38.27% |
June 30, 2021 | 38.27% |
May 31, 2021 | 38.27% |
April 30, 2021 | 38.27% |
March 31, 2021 | 38.27% |
February 28, 2021 | 38.27% |
January 31, 2021 | 38.27% |
December 31, 2020 | 38.27% |
November 30, 2020 | 38.27% |
October 31, 2020 | 38.27% |
September 30, 2020 | 38.27% |
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
22.94%
Minimum
Nov 2019
38.27%
Maximum
Mar 2020
37.25%
Average
38.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.573 |
Beta (5Y) | 1.008 |
Alpha (vs YCharts Benchmark) (5Y) | -7.444 |
Beta (vs YCharts Benchmark) (5Y) | 0.9768 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.44% |
Historical Sharpe Ratio (5Y) | 0.2301 |
Historical Sortino (5Y) | 0.2882 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.58% |