Virtus Real Asset Income ETF (VRAI)

23.04 +0.10 (+0.41%) USD  |  NYSEARCA  |  Jan 07, 16:00
23.04 0.00 (0.00%) After-Hours: 16:51
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VRAI Max Drawdown (5Y): 47.51% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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

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Max Drawdown (5Y) Benchmarks

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SPDR SSGA Income Allocation ETF 28.58%
Arrow Dow Jones Global Yield ETF 51.34%
Cambria Global Asset Allocation ETF 26.57%
Pacer WealthShield ETF 24.92%
Newfound/ReSolve Robust Momentum ETF 28.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.73
Beta (5Y) 1.083
Alpha (vs YCharts Benchmark) (5Y) 1.964
Beta (vs YCharts Benchmark) (5Y) 1.925
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.51%
Historical Sharpe Ratio (5Y) 0.0138
Historical Sortino (5Y) 0.0148
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.94%