Global X MSCI Argentina ETF (ARGT)
39.27
+0.14 (+0.36%)
USD |
NYSEARCA |
Mar 31, 16:00
ARGT Max Drawdown (5Y): 61.68% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 61.68% |
| February 28, 2023 | 61.68% |
| January 31, 2023 | 61.68% |
| December 31, 2022 | 61.68% |
| November 30, 2022 | 61.68% |
| October 31, 2022 | 61.68% |
| September 30, 2022 | 61.68% |
| August 31, 2022 | 61.68% |
| July 31, 2022 | 61.68% |
| June 30, 2022 | 61.68% |
| May 31, 2022 | 61.68% |
| April 30, 2022 | 61.68% |
| March 31, 2022 | 61.68% |
| February 28, 2022 | 61.68% |
| January 31, 2022 | 61.68% |
| December 31, 2021 | 61.68% |
| November 30, 2021 | 61.68% |
| October 31, 2021 | 61.68% |
| September 30, 2021 | 61.68% |
| August 31, 2021 | 61.68% |
| July 31, 2021 | 61.68% |
| June 30, 2021 | 61.68% |
| May 31, 2021 | 61.68% |
| April 30, 2021 | 61.68% |
| March 31, 2021 | 61.68% |
| Date | Value |
|---|---|
| February 28, 2021 | 61.68% |
| January 31, 2021 | 61.68% |
| December 31, 2020 | 61.68% |
| November 30, 2020 | 61.68% |
| October 31, 2020 | 61.68% |
| September 30, 2020 | 61.68% |
| August 31, 2020 | 61.68% |
| July 31, 2020 | 61.68% |
| June 30, 2020 | 61.68% |
| May 31, 2020 | 61.68% |
| April 30, 2020 | 61.68% |
| March 31, 2020 | 61.68% |
| February 29, 2020 | 47.95% |
| January 31, 2020 | 47.95% |
| December 31, 2019 | 47.95% |
| November 30, 2019 | 47.95% |
| October 31, 2019 | 47.95% |
| September 30, 2019 | 47.95% |
| August 31, 2019 | 47.95% |
| July 31, 2019 | 47.95% |
| June 30, 2019 | 47.95% |
| May 31, 2019 | 47.95% |
| April 30, 2019 | 47.95% |
| March 31, 2019 | 47.95% |
| February 28, 2019 | 47.95% |
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
47.95%
Minimum
Apr 2018
61.68%
Maximum
Mar 2020
56.42%
Average
61.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global X MSCI Colombia ETF | 62.71% |
| Global X MSCI Nigeria ETF | 75.70% |
| iShares Currency Hedged MSCI Germany ETF | 39.37% |
| iShares MSCI Qatar ETF | 32.94% |
| iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2132 |
| Beta (5Y) | 1.505 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.90 |
| Beta (vs YCharts Benchmark) (5Y) | 1.202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.08% |
| Historical Sharpe Ratio (5Y) | 0.2455 |
| Historical Sortino (5Y) | 0.3344 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.15% |