Global X Robotics & Artfcl Intllgnc ETF (BOTZ)
28.68
-0.56
(-1.93%)
USD |
NASDAQ |
Apr 19, 16:00
28.60
-0.08
(-0.26%)
After-Hours: 16:52
BOTZ Max Drawdown (5Y): 55.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 55.54% |
| February 29, 2024 | 55.54% |
| January 31, 2024 | 55.54% |
| December 31, 2023 | 55.54% |
| November 30, 2023 | 55.54% |
| October 31, 2023 | 55.54% |
| September 30, 2023 | 55.54% |
| August 31, 2023 | 55.54% |
| July 31, 2023 | 55.54% |
| June 30, 2023 | 55.54% |
| May 31, 2023 | 55.54% |
| April 30, 2023 | 55.54% |
| March 31, 2023 | 55.54% |
| February 28, 2023 | 55.54% |
| January 31, 2023 | 55.54% |
| December 31, 2022 | 55.54% |
| November 30, 2022 | 55.54% |
| October 31, 2022 | 55.54% |
| September 30, 2022 | 54.50% |
| August 31, 2022 | 49.47% |
| July 31, 2022 | 49.47% |
| June 30, 2022 | 48.87% |
| May 31, 2022 | 46.72% |
| April 30, 2022 | 43.53% |
| March 31, 2022 | 43.53% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.53% |
| January 31, 2022 | 43.53% |
| December 31, 2021 | 43.53% |
| November 30, 2021 | 43.53% |
| October 31, 2021 | 43.53% |
| September 30, 2021 | 43.53% |
| August 31, 2021 | 43.53% |
| July 31, 2021 | 43.53% |
| June 30, 2021 | 43.53% |
| May 31, 2021 | 43.53% |
| April 30, 2021 | 43.53% |
| March 31, 2021 | 43.53% |
| February 28, 2021 | 43.53% |
| January 31, 2021 | 43.53% |
| December 31, 2020 | 43.53% |
| November 30, 2020 | 43.53% |
| October 31, 2020 | 43.53% |
| September 30, 2020 | 43.53% |
| August 31, 2020 | 43.53% |
| July 31, 2020 | 43.53% |
| June 30, 2020 | 43.53% |
| May 31, 2020 | 43.53% |
| April 30, 2020 | 43.53% |
| March 31, 2020 | 43.53% |
| February 29, 2020 | 41.34% |
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
41.34%
Minimum
Apr 2019
55.54%
Maximum
Oct 2022
47.25%
Average
43.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.990 |
| Beta (5Y) | 1.291 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.308 |
| Beta (vs YCharts Benchmark) (5Y) | 1.251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.10% |
| Historical Sharpe Ratio (5Y) | 0.2756 |
| Historical Sortino (5Y) | 0.3937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |