WBI BullBear Quality 3000 ETF (WBIL)
36.96
-0.09
(-0.25%)
USD |
NYSEARCA |
Nov 25, 16:00
36.84
-0.12
(-0.32%)
After-Hours: 20:00
WBIL Max Drawdown (5Y): 14.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 14.35% |
| September 30, 2024 | 14.35% |
| August 31, 2024 | 14.35% |
| July 31, 2024 | 14.35% |
| June 30, 2024 | 14.35% |
| May 31, 2024 | 14.35% |
| April 30, 2024 | 14.35% |
| March 31, 2024 | 14.35% |
| February 29, 2024 | 14.35% |
| January 31, 2024 | 14.35% |
| December 31, 2023 | 14.35% |
| November 30, 2023 | 14.35% |
| October 31, 2023 | 14.95% |
| September 30, 2023 | 14.95% |
| August 31, 2023 | 14.95% |
| July 31, 2023 | 14.95% |
| June 30, 2023 | 14.95% |
| May 31, 2023 | 14.95% |
| April 30, 2023 | 14.95% |
| March 31, 2023 | 14.95% |
| February 28, 2023 | 14.95% |
| January 31, 2023 | 14.95% |
| December 31, 2022 | 14.95% |
| November 30, 2022 | 14.95% |
| October 31, 2022 | 14.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 14.95% |
| August 31, 2022 | 14.95% |
| July 31, 2022 | 14.95% |
| June 30, 2022 | 14.95% |
| May 31, 2022 | 14.95% |
| April 30, 2022 | 14.95% |
| March 31, 2022 | 14.95% |
| February 28, 2022 | 14.95% |
| January 31, 2022 | 14.95% |
| December 31, 2021 | 14.95% |
| November 30, 2021 | 14.95% |
| October 31, 2021 | 14.95% |
| September 30, 2021 | 14.95% |
| August 31, 2021 | 18.00% |
| July 31, 2021 | 18.00% |
| June 30, 2021 | 18.00% |
| May 31, 2021 | 18.00% |
| April 30, 2021 | 18.00% |
| March 31, 2021 | 18.00% |
| February 28, 2021 | 18.00% |
| January 31, 2021 | 18.00% |
| December 31, 2020 | 18.00% |
| November 30, 2020 | 18.00% |
| October 31, 2020 | 18.00% |
| September 30, 2020 | 18.00% |
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
14.35%
Minimum
Nov 2023
18.00%
Maximum
Nov 2019
15.95%
Average
14.95%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.053 |
| Beta (5Y) | 0.5098 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.053 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.98% |
| Historical Sharpe Ratio (5Y) | 0.4122 |
| Historical Sortino (5Y) | 0.641 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.26% |