Global X Adaptive US Factor ETF (AUSF)
39.75
+0.09
(+0.23%)
USD |
NYSEARCA |
Apr 24, 16:00
39.60
-0.15
(-0.38%)
Pre-Market: 20:00
AUSF Max Drawdown (5Y): 44.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.24% |
February 29, 2024 | 44.24% |
January 31, 2024 | 44.24% |
December 31, 2023 | 44.24% |
November 30, 2023 | 44.24% |
October 31, 2023 | 44.24% |
September 30, 2023 | 44.24% |
August 31, 2023 | 44.24% |
July 31, 2023 | 44.24% |
June 30, 2023 | 44.24% |
May 31, 2023 | 44.24% |
April 30, 2023 | 44.24% |
March 31, 2023 | 44.24% |
February 28, 2023 | 44.24% |
January 31, 2023 | 44.24% |
December 31, 2022 | 44.24% |
November 30, 2022 | 44.24% |
October 31, 2022 | 44.24% |
September 30, 2022 | 44.24% |
August 31, 2022 | 44.24% |
July 31, 2022 | 44.24% |
June 30, 2022 | 44.24% |
May 31, 2022 | 44.24% |
April 30, 2022 | 44.24% |
March 31, 2022 | 44.24% |
Date | Value |
---|---|
February 28, 2022 | 44.24% |
January 31, 2022 | 44.24% |
December 31, 2021 | 44.24% |
November 30, 2021 | 44.24% |
October 31, 2021 | 44.24% |
September 30, 2021 | 44.24% |
August 31, 2021 | 44.24% |
July 31, 2021 | 44.24% |
June 30, 2021 | 44.24% |
May 31, 2021 | 44.24% |
April 30, 2021 | 44.24% |
March 31, 2021 | 44.24% |
February 28, 2021 | 44.24% |
January 31, 2021 | 44.24% |
December 31, 2020 | 44.24% |
November 30, 2020 | 44.24% |
October 31, 2020 | 44.24% |
September 30, 2020 | 44.24% |
August 31, 2020 | 44.24% |
July 31, 2020 | 44.24% |
June 30, 2020 | 44.24% |
May 31, 2020 | 44.24% |
April 30, 2020 | 44.24% |
March 31, 2020 | 44.24% |
February 29, 2020 | 15.59% |
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
15.59%
Minimum
Apr 2019
44.24%
Maximum
Mar 2020
38.99%
Average
44.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0257 |
Beta (5Y) | 0.9419 |
Alpha (vs YCharts Benchmark) (5Y) | 4.520 |
Beta (vs YCharts Benchmark) (5Y) | 0.8513 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.76% |
Historical Sharpe Ratio (5Y) | 0.591 |
Historical Sortino (5Y) | 0.5416 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.81% |