20% below its peak
Active · now -99.98% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
6 historical occurrences (since 2016-01-14)
Average forward return after 20% below its peak。20-day: Win 16.7%, Sample 6, Median -7.29%, Excess -6.64%, Beat mkt rate 16.7%;60-day: Win 33.3%, Sample 6, Median -3.93%, Excess -13.07%, Beat mkt rate 0%;120-day: Win 33.3%, Sample 6, Median -14.01%, Excess -22.99%, Beat mkt rate 16.7%
Stock avg forward return Market (same period)
120 days after: historical avg -15.06%
20-day
60-day
120-day
Win
16.7%
33.3%
33.3%
Sample
6
6
6
Median
-7.29%
-3.93%
-14.01%
Excess
-6.64%
-13.07%
-22.99%
Beat mkt rate
16.7%
0%
16.7%
Over 6 occurrences, 120-day forward avg declined 15.06%, lagged the market by 22.99 pts; win rate 33.3%.
Top-quintile 6-month momentum
Active · now 96.11% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
17 historical occurrences (since 2016-08-03)
Average forward return after Top-quintile 6-month momentum。20-day: Win 41.2%, Sample 17, Median -3.83%, Excess +0.9%, Beat mkt rate 41.2%;60-day: Win 31.2%, Sample 16, Median -14.55%, Excess -3.46%, Beat mkt rate 37.5%;120-day: Win 20%, Sample 15, Median -28.65%, Excess -15.1%, Beat mkt rate 20%
Stock avg forward return Market (same period)
120 days after: historical avg -10.76%
20-day
60-day
120-day
Win
41.2%
31.2%
20%
Sample
17
16
15
Median
-3.83%
-14.55%
-28.65%
Excess
+0.9%
-3.46%
-15.1%
Beat mkt rate
41.2%
37.5%
20%
Over 15 occurrences, 120-day forward avg declined 10.76%, lagged the market by 15.1 pts; win rate 20%.