Global X Artfcl Intlgc & Tech ETF (AIQ)
32.46
+0.13
(+0.40%)
USD |
NASDAQ |
Apr 24, 16:00
32.08
-0.38
(-1.17%)
After-Hours: 20:00
AIQ Max Drawdown (5Y): 44.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.66% |
February 29, 2024 | 44.66% |
January 31, 2024 | 44.66% |
December 31, 2023 | 44.66% |
November 30, 2023 | 44.66% |
October 31, 2023 | 44.66% |
September 30, 2023 | 44.66% |
August 31, 2023 | 44.66% |
July 31, 2023 | 44.66% |
June 30, 2023 | 44.66% |
May 31, 2023 | 44.66% |
April 30, 2023 | 44.66% |
March 31, 2023 | 44.66% |
February 28, 2023 | 44.66% |
January 31, 2023 | 44.66% |
December 31, 2022 | 44.66% |
November 30, 2022 | 44.66% |
October 31, 2022 | 44.66% |
September 30, 2022 | 42.46% |
August 31, 2022 | 39.14% |
July 31, 2022 | 39.14% |
June 30, 2022 | 39.14% |
May 31, 2022 | 37.02% |
April 30, 2022 | 31.88% |
March 31, 2022 | 31.88% |
Date | Value |
---|---|
February 28, 2022 | 31.88% |
January 31, 2022 | 31.88% |
December 31, 2021 | 31.88% |
November 30, 2021 | 31.88% |
October 31, 2021 | 31.88% |
September 30, 2021 | 31.88% |
August 31, 2021 | 31.88% |
July 31, 2021 | 31.88% |
June 30, 2021 | 31.88% |
May 31, 2021 | 31.88% |
April 30, 2021 | 31.88% |
March 31, 2021 | 31.88% |
February 28, 2021 | 31.88% |
January 31, 2021 | 31.88% |
December 31, 2020 | 31.88% |
November 30, 2020 | 31.88% |
October 31, 2020 | 31.88% |
September 30, 2020 | 31.88% |
August 31, 2020 | 31.88% |
July 31, 2020 | 31.88% |
June 30, 2020 | 31.88% |
May 31, 2020 | 31.88% |
April 30, 2020 | 31.88% |
March 31, 2020 | 31.88% |
February 29, 2020 | 23.65% |
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
23.65%
Minimum
Apr 2019
44.66%
Maximum
Oct 2022
34.83%
Average
31.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.775 |
Beta (5Y) | 1.124 |
Alpha (vs YCharts Benchmark) (5Y) | -6.736 |
Beta (vs YCharts Benchmark) (5Y) | 0.9527 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.68% |
Historical Sharpe Ratio (5Y) | 0.6118 |
Historical Sortino (5Y) | 0.8606 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |