WBI BullBear Yield 3000 ETF (WBIG)
25.45
+0.18
(+0.69%)
USD |
NYSEARCA |
Nov 25, 16:00
25.45
0.00 (0.00%)
After-Hours: 20:00
WBIG Max Drawdown (5Y): 25.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 25.15% |
| September 30, 2024 | 25.15% |
| August 31, 2024 | 25.15% |
| July 31, 2024 | 25.15% |
| June 30, 2024 | 25.15% |
| May 31, 2024 | 25.15% |
| April 30, 2024 | 25.15% |
| March 31, 2024 | 25.15% |
| February 29, 2024 | 25.15% |
| January 31, 2024 | 25.15% |
| December 31, 2023 | 25.15% |
| November 30, 2023 | 25.15% |
| October 31, 2023 | 25.15% |
| September 30, 2023 | 23.34% |
| August 31, 2023 | 23.34% |
| July 31, 2023 | 23.34% |
| June 30, 2023 | 23.34% |
| May 31, 2023 | 23.34% |
| April 30, 2023 | 22.49% |
| March 31, 2023 | 22.49% |
| February 28, 2023 | 19.22% |
| January 31, 2023 | 19.22% |
| December 31, 2022 | 19.22% |
| November 30, 2022 | 19.22% |
| October 31, 2022 | 19.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 19.22% |
| August 31, 2022 | 19.22% |
| July 31, 2022 | 19.22% |
| June 30, 2022 | 19.22% |
| May 31, 2022 | 19.22% |
| April 30, 2022 | 19.22% |
| March 31, 2022 | 19.22% |
| February 28, 2022 | 19.22% |
| January 31, 2022 | 19.22% |
| December 31, 2021 | 19.22% |
| November 30, 2021 | 19.22% |
| October 31, 2021 | 19.22% |
| September 30, 2021 | 19.22% |
| August 31, 2021 | 23.84% |
| July 31, 2021 | 23.84% |
| June 30, 2021 | 23.84% |
| May 31, 2021 | 23.84% |
| April 30, 2021 | 23.84% |
| March 31, 2021 | 23.84% |
| February 28, 2021 | 23.84% |
| January 31, 2021 | 23.84% |
| December 31, 2020 | 23.84% |
| November 30, 2020 | 23.84% |
| October 31, 2020 | 23.84% |
| September 30, 2020 | 23.84% |
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
19.22%
Minimum
Sep 2021
25.15%
Maximum
Oct 2023
22.65%
Average
23.84%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| WBI BullBear Value 3000 ETF | 20.28% |
| Clough Global Dividend and Income Fund | 47.17% |
| RENN Fund Inc | 50.80% |
| Cambria Global Momentum ETF | 25.02% |
| BlackRock Capital Allocation Trust | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.431 |
| Beta (5Y) | 0.4740 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.063 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.76% |
| Historical Sharpe Ratio (5Y) | 0.0161 |
| Historical Sortino (5Y) | 0.0262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.43% |