iPath Exchange Traded Notes S&P 500 VIX MT Ftrs B (VXZ)
46.24
+0.18
(+0.39%)
USD |
BATS |
Sep 18, 16:00
VXZ Max Drawdown (5Y) : 69.00% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 69.00% |
| July 31, 2026 | 69.00% |
| June 30, 2026 | 69.00% |
| May 31, 2026 | 69.00% |
| April 30, 2026 | 69.00% |
| March 31, 2026 | 69.00% |
| February 28, 2026 | 69.00% |
| January 31, 2026 | 69.00% |
| December 31, 2025 | 69.00% |
| November 30, 2025 | 69.00% |
| October 31, 2025 | 69.00% |
| September 30, 2025 | 69.00% |
| August 31, 2025 | 69.00% |
| July 31, 2025 | 69.00% |
| June 30, 2025 | 69.00% |
| May 31, 2025 | 69.00% |
| April 30, 2025 | 69.00% |
| March 31, 2025 | 69.00% |
| February 28, 2025 | 69.00% |
| January 31, 2025 | 69.00% |
| December 31, 2024 | 69.00% |
| November 30, 2024 | 69.00% |
| October 31, 2024 | 68.91% |
| September 30, 2024 | 68.91% |
| August 31, 2024 | 68.91% |
| Date | Value |
|---|---|
| July 31, 2024 | 68.91% |
| June 30, 2024 | 68.91% |
| May 31, 2024 | 68.91% |
| April 30, 2024 | 65.62% |
| March 31, 2024 | 65.23% |
| February 29, 2024 | 65.23% |
| January 31, 2024 | 65.23% |
| December 31, 2023 | 63.86% |
| November 30, 2023 | 61.70% |
| October 31, 2023 | 59.42% |
| September 30, 2023 | 59.42% |
| August 31, 2023 | 57.39% |
| July 31, 2023 | 56.80% |
| June 30, 2023 | 54.07% |
| May 31, 2023 | 45.25% |
| April 30, 2023 | 45.25% |
| March 31, 2023 | 45.25% |
| February 28, 2023 | 45.25% |
| January 31, 2023 | 44.37% |
| December 31, 2022 | 35.94% |
| November 30, 2022 | 35.94% |
| October 31, 2022 | 35.94% |
| September 30, 2022 | 35.94% |
| August 31, 2022 | 35.94% |
| July 31, 2022 | 35.94% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.35 |
| Beta (5Y) | -1.018 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.153 |
| Beta (vs YCharts Benchmark) (5Y) | -0.9728 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.50% |
| Historical Sharpe Ratio (5Y) | -0.765 |
| Historical Sortino (5Y) | -1.192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.32% |