VictoryShares Dividend Accelerator ETF (VSDA)
48.45
-0.16
(-0.33%)
USD |
NASDAQ |
Apr 30, 16:00
48.45
0.00 (0.00%)
After-Hours: 20:00
VSDA Max Drawdown (5Y): 32.11% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.11% |
February 29, 2024 | 32.11% |
January 31, 2024 | 32.11% |
December 31, 2023 | 32.11% |
November 30, 2023 | 32.11% |
October 31, 2023 | 32.11% |
September 30, 2023 | 32.11% |
August 31, 2023 | 32.11% |
July 31, 2023 | 32.11% |
June 30, 2023 | 32.11% |
May 31, 2023 | 32.11% |
April 30, 2023 | 32.11% |
March 31, 2023 | 32.11% |
February 28, 2023 | 32.11% |
January 31, 2023 | 32.11% |
December 31, 2022 | 32.11% |
November 30, 2022 | 32.11% |
October 31, 2022 | 32.11% |
September 30, 2022 | 32.11% |
August 31, 2022 | 32.11% |
July 31, 2022 | 32.11% |
June 30, 2022 | 32.11% |
May 31, 2022 | 32.11% |
April 30, 2022 | 32.11% |
March 31, 2022 | 32.11% |
Date | Value |
---|---|
February 28, 2022 | 32.11% |
January 31, 2022 | 32.11% |
December 31, 2021 | 32.11% |
November 30, 2021 | 32.11% |
October 31, 2021 | 32.11% |
September 30, 2021 | 32.11% |
August 31, 2021 | 32.11% |
July 31, 2021 | 32.11% |
June 30, 2021 | 32.11% |
May 31, 2021 | 32.11% |
April 30, 2021 | 32.11% |
March 31, 2021 | 32.11% |
February 28, 2021 | 32.11% |
January 31, 2021 | 32.11% |
December 31, 2020 | 32.11% |
November 30, 2020 | 32.11% |
October 31, 2020 | 32.11% |
September 30, 2020 | 32.11% |
August 31, 2020 | 32.11% |
July 31, 2020 | 32.11% |
June 30, 2020 | 32.11% |
May 31, 2020 | 32.11% |
April 30, 2020 | 32.11% |
March 31, 2020 | 32.11% |
February 29, 2020 | 16.13% |
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
16.13%
Minimum
May 2019
32.11%
Maximum
Mar 2020
29.40%
Average
32.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.607 |
Beta (5Y) | 0.8711 |
Alpha (vs YCharts Benchmark) (5Y) | 2.615 |
Beta (vs YCharts Benchmark) (5Y) | 0.8593 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.06% |
Historical Sharpe Ratio (5Y) | 0.5722 |
Historical Sortino (5Y) | 0.6634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.22% |