VanEck India Growth Ldrs ETF (GLIN)
48.62
+0.06
(+0.12%)
USD |
NYSEARCA |
May 03, 16:00
48.77
+0.15
(+0.31%)
After-Hours: 20:00
GLIN Max Drawdown (5Y): 74.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.83% |
March 31, 2024 | 74.83% |
February 29, 2024 | 74.83% |
January 31, 2024 | 74.83% |
December 31, 2023 | 74.83% |
November 30, 2023 | 74.83% |
October 31, 2023 | 74.83% |
September 30, 2023 | 74.83% |
August 31, 2023 | 74.83% |
July 31, 2023 | 74.83% |
June 30, 2023 | 74.83% |
May 31, 2023 | 74.83% |
April 30, 2023 | 74.83% |
March 31, 2023 | 74.83% |
February 28, 2023 | 74.83% |
January 31, 2023 | 74.83% |
December 31, 2022 | 74.83% |
November 30, 2022 | 74.83% |
October 31, 2022 | 74.83% |
September 30, 2022 | 74.83% |
August 31, 2022 | 74.83% |
July 31, 2022 | 74.83% |
June 30, 2022 | 74.83% |
May 31, 2022 | 74.83% |
April 30, 2022 | 74.83% |
Date | Value |
---|---|
March 31, 2022 | 74.83% |
February 28, 2022 | 74.83% |
January 31, 2022 | 74.83% |
December 31, 2021 | 74.83% |
November 30, 2021 | 74.83% |
October 31, 2021 | 74.83% |
September 30, 2021 | 74.83% |
August 31, 2021 | 74.83% |
July 31, 2021 | 74.83% |
June 30, 2021 | 74.83% |
May 31, 2021 | 74.83% |
April 30, 2021 | 74.83% |
March 31, 2021 | 74.83% |
February 28, 2021 | 74.83% |
January 31, 2021 | 74.83% |
December 31, 2020 | 74.83% |
November 30, 2020 | 74.83% |
October 31, 2020 | 74.83% |
September 30, 2020 | 74.83% |
August 31, 2020 | 74.83% |
July 31, 2020 | 74.83% |
June 30, 2020 | 74.83% |
May 31, 2020 | 74.83% |
April 30, 2020 | 74.83% |
March 31, 2020 | 74.83% |
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
59.58%
Minimum
May 2019
74.83%
Maximum
Mar 2020
72.29%
Average
74.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco India ETF | 43.26% |
Columbia India Consumer ETF | 47.69% |
First Trust India NIFTY 50 Equal Wtd ETF | 47.67% |
Morgan Stanley India Investment Fund, Inc. | 59.10% |
WisdomTree India Earnings ETF | 50.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.285 |
Beta (5Y) | 0.9527 |
Alpha (vs YCharts Benchmark) (5Y) | -8.020 |
Beta (vs YCharts Benchmark) (5Y) | 1.100 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.82% |
Historical Sharpe Ratio (5Y) | 0.0582 |
Historical Sortino (5Y) | 0.0587 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |