WBI BullBear Quality 3000 ETF (WBIL)
33.96
+0.06
(+0.19%)
USD |
NYSEARCA |
May 17, 16:00
WBIL Max Drawdown (5Y): 14.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 18.00% |
| July 31, 2020 | 18.00% |
| June 30, 2020 | 18.00% |
| May 31, 2020 | 18.00% |
| April 30, 2020 | 18.00% |
| March 31, 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
May 2019
16.31%
Average
14.95%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.536 |
| Beta (5Y) | 0.5295 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.536 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.11% |
| Historical Sharpe Ratio (5Y) | 0.2128 |
| Historical Sortino (5Y) | 0.335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.48% |