Alpha Architect Value Momentum Trend ETF (VMOT)

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VMOT Max Drawdown (5Y): 34.70% for May 31, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 34.70%
April 30, 2022 34.70%
March 31, 2022 34.70%
February 28, 2022 34.70%
January 31, 2022 34.70%
December 31, 2021 34.70%
November 30, 2021 34.70%
Date Value
October 31, 2021 34.70%
September 30, 2021 34.70%
August 31, 2021 34.70%
July 31, 2021 34.70%
June 30, 2021 34.70%
May 31, 2021 34.70%

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.

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Max Drawdown (5Y) Range, Past 5 Years

34.70%
Minimum
May 2021
34.70%
Maximum
May 2021
34.70%
Average
34.70%
Median
May 2021

Max Drawdown (5Y) Benchmarks

LHA Market State Alpha Seeker ETF --
Leatherback Long/Short Alt Yld ETF --
Invesco S&P 500® Downside Hedged ETF 15.86%
IQ Hedge Long/Short Tracker ETF 22.73%
Cambria Value and Momentum ETF 41.83%

Max Drawdown (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.74%
Historical Sharpe Ratio (5Y) 0.0448
Historical Sortino (5Y) 0.0565
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.82%