VanEck Junior Gold Miners ETF (GDXJ)
46.74
-0.08
(-0.17%)
USD |
NYSEARCA |
Nov 26, 15:02
GDXJ Max Drawdown (5Y): 57.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.79% |
| September 30, 2024 | 57.79% |
| August 31, 2024 | 57.79% |
| July 31, 2024 | 57.79% |
| June 30, 2024 | 57.79% |
| May 31, 2024 | 57.79% |
| April 30, 2024 | 57.79% |
| March 31, 2024 | 57.79% |
| February 29, 2024 | 57.79% |
| January 31, 2024 | 57.79% |
| December 31, 2023 | 57.79% |
| November 30, 2023 | 57.79% |
| October 31, 2023 | 57.79% |
| September 30, 2023 | 57.79% |
| August 31, 2023 | 57.79% |
| July 31, 2023 | 57.79% |
| June 30, 2023 | 57.79% |
| May 31, 2023 | 57.79% |
| April 30, 2023 | 57.79% |
| March 31, 2023 | 57.79% |
| February 28, 2023 | 57.79% |
| January 31, 2023 | 57.79% |
| December 31, 2022 | 57.79% |
| November 30, 2022 | 57.79% |
| October 31, 2022 | 57.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.79% |
| August 31, 2022 | 58.93% |
| July 31, 2022 | 58.93% |
| June 30, 2022 | 58.93% |
| May 31, 2022 | 63.41% |
| April 30, 2022 | 65.88% |
| March 31, 2022 | 65.88% |
| February 28, 2022 | 67.66% |
| January 31, 2022 | 67.66% |
| December 31, 2021 | 67.66% |
| November 30, 2021 | 67.66% |
| October 31, 2021 | 67.66% |
| September 30, 2021 | 73.54% |
| August 31, 2021 | 73.54% |
| July 31, 2021 | 73.54% |
| June 30, 2021 | 73.54% |
| May 31, 2021 | 73.54% |
| April 30, 2021 | 73.54% |
| March 31, 2021 | 75.77% |
| February 28, 2021 | 76.42% |
| January 31, 2021 | 80.28% |
| December 31, 2020 | 81.25% |
| November 30, 2020 | 87.25% |
| October 31, 2020 | 88.66% |
| September 30, 2020 | 88.66% |
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
57.79%
Minimum
Sep 2022
88.66%
Maximum
Nov 2019
68.65%
Average
64.64%
Median
Max Drawdown (5Y) Benchmarks
| VanEck Gold Miners ETF | 49.79% |
| iShares MSCI Global Gold Miners ETF | 52.03% |
| Direxion Daily Jr Gld Mnrs Bull 2X ETF | 99.47% |
| Sprott Gold Miners ETF | 49.68% |
| US Global GO GOLD and Prec Mtl Mnrs ETF | 52.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.379 |
| Beta (5Y) | 1.318 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.976 |
| Beta (vs YCharts Benchmark) (5Y) | 1.084 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.93% |
| Historical Sharpe Ratio (5Y) | 0.1039 |
| Historical Sortino (5Y) | 0.1913 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |