WBI BullBear Value 3000 ETF (WBIF)
30.73
+0.48
(+1.59%)
USD |
NYSEARCA |
Nov 25, 16:00
30.55
-0.18
(-0.57%)
After-Hours: 20:00
WBIF Max Drawdown (5Y): 20.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 20.28% |
| September 30, 2024 | 20.28% |
| August 31, 2024 | 20.28% |
| July 31, 2024 | 20.28% |
| June 30, 2024 | 20.28% |
| May 31, 2024 | 20.28% |
| April 30, 2024 | 20.28% |
| March 31, 2024 | 20.28% |
| February 29, 2024 | 20.28% |
| January 31, 2024 | 20.28% |
| December 31, 2023 | 20.28% |
| November 30, 2023 | 20.28% |
| October 31, 2023 | 20.28% |
| September 30, 2023 | 20.17% |
| August 31, 2023 | 20.17% |
| July 31, 2023 | 20.17% |
| June 30, 2023 | 20.17% |
| May 31, 2023 | 20.17% |
| April 30, 2023 | 20.06% |
| March 31, 2023 | 18.97% |
| February 28, 2023 | 18.97% |
| January 31, 2023 | 18.97% |
| December 31, 2022 | 18.97% |
| November 30, 2022 | 18.97% |
| October 31, 2022 | 18.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 18.97% |
| August 31, 2022 | 18.97% |
| July 31, 2022 | 18.97% |
| June 30, 2022 | 18.97% |
| May 31, 2022 | 18.97% |
| April 30, 2022 | 18.97% |
| March 31, 2022 | 18.97% |
| February 28, 2022 | 18.97% |
| January 31, 2022 | 18.97% |
| December 31, 2021 | 18.97% |
| November 30, 2021 | 18.97% |
| October 31, 2021 | 18.97% |
| September 30, 2021 | 18.97% |
| August 31, 2021 | 18.97% |
| July 31, 2021 | 18.97% |
| June 30, 2021 | 18.97% |
| May 31, 2021 | 18.97% |
| April 30, 2021 | 18.97% |
| March 31, 2021 | 18.97% |
| February 28, 2021 | 18.97% |
| January 31, 2021 | 18.97% |
| December 31, 2020 | 18.97% |
| November 30, 2020 | 18.97% |
| October 31, 2020 | 18.97% |
| September 30, 2020 | 18.97% |
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
15.96%
Minimum
Nov 2019
20.28%
Maximum
Oct 2023
19.17%
Average
18.97%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| WBI BullBear Quality 3000 ETF | 14.35% |
| WBI BullBear Yield 3000 ETF | 25.15% |
| Special Opportunities Fund Inc | 46.87% |
| Pacer Trendpilot Fund of Funds ETF | 17.88% |
| AdvisorShares Insider Advantage ETF | 35.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.307 |
| Beta (5Y) | 0.5082 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.307 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.02% |
| Historical Sharpe Ratio (5Y) | 0.021 |
| Historical Sortino (5Y) | 0.0345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.62% |