AdvisorShares Pure Cannabis ETF (YOLO)
2.72
-0.02
(-0.73%)
USD |
NYSEARCA |
Nov 15, 16:00
2.86
+0.14
(+5.15%)
After-Hours: 20:00
YOLO Max Drawdown (5Y): 91.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.56% |
| September 30, 2024 | 91.56% |
| August 31, 2024 | 91.56% |
| July 31, 2024 | 91.56% |
| June 30, 2024 | 91.56% |
| May 31, 2024 | 91.56% |
| April 30, 2024 | 91.56% |
| March 31, 2024 | 91.56% |
| February 29, 2024 | 91.56% |
| January 31, 2024 | 91.56% |
| December 31, 2023 | 91.56% |
| November 30, 2023 | 91.56% |
| October 31, 2023 | 91.56% |
| September 30, 2023 | 91.56% |
| August 31, 2023 | 91.56% |
| July 31, 2023 | 91.27% |
| June 30, 2023 | 91.23% |
| May 31, 2023 | 91.10% |
| April 30, 2023 | 91.10% |
| March 31, 2023 | 90.07% |
| February 28, 2023 | 88.57% |
| January 31, 2023 | 88.35% |
| December 31, 2022 | 88.35% |
| November 30, 2022 | 85.98% |
| October 31, 2022 | 85.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.98% |
| August 31, 2022 | 82.06% |
| July 31, 2022 | 82.06% |
| June 30, 2022 | 82.06% |
| May 31, 2022 | 77.59% |
| April 30, 2022 | 76.19% |
| March 31, 2022 | 76.19% |
| February 28, 2022 | 76.19% |
| January 31, 2022 | 76.19% |
| December 31, 2021 | 76.19% |
| November 30, 2021 | 76.19% |
| October 31, 2021 | 76.19% |
| September 30, 2021 | 76.19% |
| August 31, 2021 | 76.19% |
| July 31, 2021 | 76.19% |
| June 30, 2021 | 76.19% |
| May 31, 2021 | 76.19% |
| April 30, 2021 | 76.19% |
| March 31, 2021 | 76.19% |
| February 28, 2021 | 76.19% |
| January 31, 2021 | 76.19% |
| December 31, 2020 | 76.19% |
| November 30, 2020 | 76.19% |
| October 31, 2020 | 76.19% |
| September 30, 2020 | 76.19% |
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
54.62%
Minimum
Nov 2019
91.56%
Maximum
Oct 2023
81.40%
Average
76.89%
Median
Max Drawdown (5Y) Benchmarks
| Amplify Seymour Cannabis ETF | 91.40% |
| Cambria Cannabis ETF | 79.46% |
| Amplify Alternative Harvest ETF | 91.86% |
| Amplify U.S. Alternative Harvest ETF | -- |
| ProShares Pet Care ETF | 50.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.42 |
| Beta (5Y) | 1.595 |
| Alpha (vs YCharts Benchmark) (5Y) | -44.41 |
| Beta (vs YCharts Benchmark) (5Y) | 1.503 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.77% |
| Historical Sharpe Ratio (5Y) | -0.483 |
| Historical Sortino (5Y) | -0.8814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.19% |