iPath® GBP/USD Exchange Rate ETN (GBBEF)
28.00
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
GBBEF Max Drawdown (5Y): 49.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.23% |
| March 31, 2024 | 49.23% |
| February 29, 2024 | 49.23% |
| January 31, 2024 | 49.23% |
| December 31, 2023 | 49.23% |
| November 30, 2023 | 49.23% |
| October 31, 2023 | 49.23% |
| September 30, 2023 | 49.23% |
| August 31, 2023 | 49.23% |
| July 31, 2023 | 49.23% |
| June 30, 2023 | 49.23% |
| May 31, 2023 | 49.23% |
| April 30, 2023 | 49.23% |
| March 31, 2023 | 49.23% |
| February 28, 2023 | 49.23% |
| January 31, 2023 | 49.23% |
| December 31, 2022 | 49.23% |
| November 30, 2022 | 49.23% |
| October 31, 2022 | 49.23% |
| September 30, 2022 | 49.23% |
| August 31, 2022 | 49.23% |
| July 31, 2022 | 49.23% |
| June 30, 2022 | 49.23% |
| May 31, 2022 | 49.23% |
| April 30, 2022 | 49.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.23% |
| February 28, 2022 | 49.23% |
| January 31, 2022 | 49.23% |
| December 31, 2021 | 49.23% |
| November 30, 2021 | 49.23% |
| October 31, 2021 | 49.23% |
| September 30, 2021 | 49.23% |
| August 31, 2021 | 49.23% |
| July 31, 2021 | 49.23% |
| June 30, 2021 | 49.23% |
| May 31, 2021 | 49.23% |
| April 30, 2021 | 49.23% |
| March 31, 2021 | 49.23% |
| February 28, 2021 | 46.97% |
| January 31, 2021 | 46.97% |
| December 31, 2020 | 46.97% |
| November 30, 2020 | 46.89% |
| October 31, 2020 | 46.89% |
| September 30, 2020 | 46.89% |
| August 31, 2020 | 46.89% |
| July 31, 2020 | 46.89% |
| June 30, 2020 | 46.89% |
| May 31, 2020 | 44.54% |
| April 30, 2020 | 44.54% |
| March 31, 2020 | 39.58% |
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
39.58%
Minimum
May 2019
49.23%
Maximum
Mar 2021
46.95%
Average
49.23%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.862 |
| Beta (5Y) | -0.6616 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.218 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.40% |
| Historical Sharpe Ratio (5Y) | -0.1116 |
| Historical Sortino (5Y) | -0.1707 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.77% |