WBI BullBear Value 3000 ETF (WBIF)
29.15
+0.10
(+0.35%)
USD |
NYSEARCA |
Apr 24, 16:00
WBIF Max Drawdown (5Y): 20.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 18.97% |
| July 31, 2020 | 18.97% |
| June 30, 2020 | 18.97% |
| May 31, 2020 | 18.97% |
| April 30, 2020 | 18.78% |
| March 31, 2020 | 18.51% |
| February 29, 2020 | 16.52% |
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
14.91%
Minimum
Apr 2019
20.28%
Maximum
Oct 2023
18.56%
Average
18.97%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.646 |
| Beta (5Y) | 0.5184 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.135 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.05% |
| Historical Sharpe Ratio (5Y) | 0.0931 |
| Historical Sortino (5Y) | 0.1526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.64% |