Global X Industry 4.0 ETF (FOUR.TO)
47.52
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
FOUR.TO Max Drawdown (5Y): 44.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.26% |
March 31, 2024 | 44.26% |
February 29, 2024 | 44.26% |
January 31, 2024 | 44.26% |
December 31, 2023 | 44.26% |
November 30, 2023 | 44.26% |
October 31, 2023 | 44.26% |
September 30, 2023 | 44.26% |
August 31, 2023 | 44.26% |
July 31, 2023 | 44.26% |
June 30, 2023 | 44.26% |
May 31, 2023 | 44.26% |
April 30, 2023 | 44.26% |
March 31, 2023 | 44.26% |
February 28, 2023 | 44.26% |
January 31, 2023 | 44.26% |
December 31, 2022 | 44.26% |
November 30, 2022 | 44.26% |
October 31, 2022 | 44.26% |
September 30, 2022 | 41.56% |
August 31, 2022 | 38.60% |
July 31, 2022 | 38.60% |
June 30, 2022 | 38.60% |
May 31, 2022 | 37.28% |
April 30, 2022 | 35.14% |
Date | Value |
---|---|
March 31, 2022 | 35.14% |
February 28, 2022 | 35.14% |
January 31, 2022 | 35.14% |
December 31, 2021 | 35.14% |
November 30, 2021 | 35.14% |
October 31, 2021 | 35.14% |
September 30, 2021 | 35.14% |
August 31, 2021 | 35.14% |
July 31, 2021 | 35.14% |
June 30, 2021 | 35.14% |
May 31, 2021 | 35.14% |
April 30, 2021 | 35.14% |
March 31, 2021 | 35.14% |
February 28, 2021 | 35.14% |
January 31, 2021 | 35.14% |
December 31, 2020 | 35.14% |
November 30, 2020 | 35.14% |
October 31, 2020 | 35.14% |
September 30, 2020 | 35.14% |
August 31, 2020 | 35.14% |
July 31, 2020 | 35.14% |
June 30, 2020 | 35.14% |
May 31, 2020 | 35.14% |
April 30, 2020 | 35.14% |
March 31, 2020 | 35.14% |
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
9.10%
Minimum
May 2019
44.26%
Maximum
Oct 2022
34.25%
Average
35.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5717 |
Beta (5Y) | 1.100 |
Alpha (vs YCharts Benchmark) (5Y) | -10.58 |
Beta (vs YCharts Benchmark) (5Y) | 0.943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.35% |
Historical Sharpe Ratio (5Y) | 0.3125 |
Historical Sortino (5Y) | 0.4277 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.28% |