VanEck Low Carbon Energy ETF (SMOG)
102.53
-0.84
(-0.81%)
USD |
NYSEARCA |
May 17, 16:00
102.00
-0.53
(-0.52%)
After-Hours: 20:00
SMOG Max Drawdown (5Y): 50.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.75% |
March 31, 2024 | 50.17% |
February 29, 2024 | 50.17% |
January 31, 2024 | 49.89% |
December 31, 2023 | 49.89% |
November 30, 2023 | 49.89% |
October 31, 2023 | 49.89% |
September 30, 2023 | 45.74% |
August 31, 2023 | 45.74% |
July 31, 2023 | 45.74% |
June 30, 2023 | 45.74% |
May 31, 2023 | 45.74% |
April 30, 2023 | 45.74% |
March 31, 2023 | 45.74% |
February 28, 2023 | 45.74% |
January 31, 2023 | 45.74% |
December 31, 2022 | 45.74% |
November 30, 2022 | 45.74% |
October 31, 2022 | 45.74% |
September 30, 2022 | 42.44% |
August 31, 2022 | 42.44% |
July 31, 2022 | 42.44% |
June 30, 2022 | 42.44% |
May 31, 2022 | 42.44% |
April 30, 2022 | 42.44% |
Date | Value |
---|---|
March 31, 2022 | 42.44% |
February 28, 2022 | 42.44% |
January 31, 2022 | 42.44% |
December 31, 2021 | 42.44% |
November 30, 2021 | 42.44% |
October 31, 2021 | 42.44% |
September 30, 2021 | 42.44% |
August 31, 2021 | 42.44% |
July 31, 2021 | 42.44% |
June 30, 2021 | 42.44% |
May 31, 2021 | 42.44% |
April 30, 2021 | 42.44% |
March 31, 2021 | 42.44% |
February 28, 2021 | 42.44% |
January 31, 2021 | 42.44% |
December 31, 2020 | 42.44% |
November 30, 2020 | 42.44% |
October 31, 2020 | 42.44% |
September 30, 2020 | 42.44% |
August 31, 2020 | 42.44% |
July 31, 2020 | 42.44% |
June 30, 2020 | 42.44% |
May 31, 2020 | 42.44% |
April 30, 2020 | 42.44% |
March 31, 2020 | 42.44% |
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
31.59%
Minimum
Aug 2019
50.75%
Maximum
Apr 2024
42.20%
Average
42.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.944 |
Beta (5Y) | 1.354 |
Alpha (vs YCharts Benchmark) (5Y) | -8.071 |
Beta (vs YCharts Benchmark) (5Y) | 1.302 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.70% |
Historical Sharpe Ratio (5Y) | 0.1911 |
Historical Sortino (5Y) | 0.2945 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.78% |