VanEck Gold Miners ETF (GDX)
33.44
-0.14
(-0.42%)
USD |
NYSEARCA |
May 03, 16:00
33.43
-0.01
(-0.03%)
After-Hours: 20:00
GDX Max Drawdown (5Y): 49.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.79% |
| March 31, 2024 | 49.79% |
| February 29, 2024 | 49.79% |
| January 31, 2024 | 49.79% |
| December 31, 2023 | 49.79% |
| November 30, 2023 | 49.79% |
| October 31, 2023 | 49.79% |
| September 30, 2023 | 49.79% |
| August 31, 2023 | 49.79% |
| July 31, 2023 | 49.79% |
| June 30, 2023 | 49.79% |
| May 31, 2023 | 49.79% |
| April 30, 2023 | 49.79% |
| March 31, 2023 | 49.79% |
| February 28, 2023 | 49.79% |
| January 31, 2023 | 49.79% |
| December 31, 2022 | 49.79% |
| November 30, 2022 | 49.79% |
| October 31, 2022 | 49.79% |
| September 30, 2022 | 49.79% |
| August 31, 2022 | 49.69% |
| July 31, 2022 | 51.05% |
| June 30, 2022 | 51.05% |
| May 31, 2022 | 56.59% |
| April 30, 2022 | 59.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.82% |
| February 28, 2022 | 60.02% |
| January 31, 2022 | 60.02% |
| December 31, 2021 | 60.02% |
| November 30, 2021 | 60.02% |
| October 31, 2021 | 60.02% |
| September 30, 2021 | 65.70% |
| August 31, 2021 | 65.70% |
| July 31, 2021 | 65.70% |
| June 30, 2021 | 65.70% |
| May 31, 2021 | 65.70% |
| April 30, 2021 | 65.70% |
| March 31, 2021 | 65.70% |
| February 28, 2021 | 65.70% |
| January 31, 2021 | 69.56% |
| December 31, 2020 | 70.34% |
| November 30, 2020 | 77.71% |
| October 31, 2020 | 80.57% |
| September 30, 2020 | 80.57% |
| August 31, 2020 | 80.57% |
| July 31, 2020 | 80.57% |
| June 30, 2020 | 80.57% |
| May 31, 2020 | 80.57% |
| April 30, 2020 | 80.57% |
| March 31, 2020 | 80.57% |
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
49.69%
Minimum
Aug 2022
80.57%
Maximum
May 2019
63.62%
Average
60.02%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8714 |
| Beta (5Y) | 0.9663 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.97 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9376 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.38% |
| Historical Sharpe Ratio (5Y) | 0.2407 |
| Historical Sortino (5Y) | 0.5074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.68% |