iPath® B S&P 500® VIX S/T Futs™ ETN (VXX)
13.44
-0.44
(-3.17%)
USD |
BATS |
Apr 26, 16:00
13.44
0.00 (0.00%)
After-Hours: 16:59
VXX Max Drawdown (5Y): 98.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.84% |
| February 29, 2024 | 98.77% |
| January 31, 2024 | 98.72% |
| December 31, 2023 | 98.60% |
| November 30, 2023 | 98.43% |
| October 31, 2023 | 98.20% |
| September 30, 2023 | 98.20% |
| August 31, 2023 | 98.05% |
| July 31, 2023 | 97.95% |
| June 30, 2023 | 97.75% |
| May 31, 2023 | 96.88% |
| April 30, 2023 | 96.12% |
| March 31, 2023 | 96.12% |
| February 28, 2023 | 96.02% |
| January 31, 2023 | 95.91% |
| December 31, 2022 | 94.93% |
| November 30, 2022 | 94.59% |
| October 31, 2022 | 93.61% |
| September 30, 2022 | 93.61% |
| August 31, 2022 | 93.61% |
| July 31, 2022 | 93.61% |
| June 30, 2022 | 93.61% |
| May 31, 2022 | 93.61% |
| April 30, 2022 | 93.61% |
| March 31, 2022 | 93.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 93.61% |
| January 31, 2022 | 93.61% |
| December 31, 2021 | 93.29% |
| November 30, 2021 | 92.82% |
| October 31, 2021 | 92.37% |
| September 30, 2021 | 91.09% |
| August 31, 2021 | 90.76% |
| July 31, 2021 | 89.53% |
| June 30, 2021 | 89.44% |
| May 31, 2021 | 87.62% |
| April 30, 2021 | 86.03% |
| March 31, 2021 | 83.48% |
| February 28, 2021 | 79.01% |
| January 31, 2021 | 76.55% |
| December 31, 2020 | 75.96% |
| November 30, 2020 | 75.92% |
| October 31, 2020 | 75.92% |
| September 30, 2020 | 75.92% |
| August 31, 2020 | 75.92% |
| July 31, 2020 | 75.92% |
| June 30, 2020 | 75.92% |
| May 31, 2020 | 75.92% |
| April 30, 2020 | 75.92% |
| March 31, 2020 | 75.92% |
| February 29, 2020 | 75.92% |
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
54.60%
Minimum
Apr 2019
98.84%
Maximum
Mar 2024
85.14%
Average
91.73%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.62 |
| Beta (5Y) | -2.725 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.62 |
| Beta (vs YCharts Benchmark) (5Y) | -2.725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.4% |
| Historical Sharpe Ratio (5Y) | -0.4773 |
| Historical Sortino (5Y) | -1.948 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.86% |