Alpha Alternative Assets (AAACX)
6.41
+0.01
(+0.16%)
USD |
May 02 2025
AAACX Max Drawdown (5Y): 27.58% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.755 |
| Beta (5Y) | 0.2158 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.025 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3786 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.70% |
| Historical Sharpe Ratio (5Y) | -0.8907 |
| Historical Sortino (5Y) | -0.9232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.48% |