Clough Global Opportunities Fund (GLO)
4.845
-0.04
(-0.92%)
USD |
NYAM |
Apr 25, 16:00
4.85
0.00 (0.00%)
Pre-Market: 20:00
GLO Max Drawdown (5Y): 58.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.44% |
| February 29, 2024 | 58.44% |
| January 31, 2024 | 58.44% |
| December 31, 2023 | 58.44% |
| November 30, 2023 | 58.44% |
| October 31, 2023 | 58.44% |
| September 30, 2023 | 56.99% |
| August 31, 2023 | 56.99% |
| July 31, 2023 | 56.99% |
| June 30, 2023 | 56.99% |
| May 31, 2023 | 56.99% |
| April 30, 2023 | 56.99% |
| March 31, 2023 | 56.99% |
| February 28, 2023 | 54.93% |
| January 31, 2023 | 54.63% |
| December 31, 2022 | 54.52% |
| November 30, 2022 | 53.02% |
| October 31, 2022 | 53.02% |
| September 30, 2022 | 52.32% |
| August 31, 2022 | 44.41% |
| July 31, 2022 | 44.41% |
| June 30, 2022 | 44.41% |
| May 31, 2022 | 44.41% |
| April 30, 2022 | 44.41% |
| March 31, 2022 | 44.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.41% |
| January 31, 2022 | 44.41% |
| December 31, 2021 | 44.41% |
| November 30, 2021 | 44.41% |
| October 31, 2021 | 44.41% |
| September 30, 2021 | 44.41% |
| August 31, 2021 | 44.41% |
| July 31, 2021 | 44.41% |
| June 30, 2021 | 44.41% |
| May 31, 2021 | 44.41% |
| April 30, 2021 | 44.41% |
| March 31, 2021 | 44.41% |
| February 28, 2021 | 44.41% |
| January 31, 2021 | 44.41% |
| December 31, 2020 | 44.41% |
| November 30, 2020 | 44.41% |
| October 31, 2020 | 44.41% |
| September 30, 2020 | 44.41% |
| August 31, 2020 | 44.41% |
| July 31, 2020 | 44.41% |
| June 30, 2020 | 44.41% |
| May 31, 2020 | 44.41% |
| April 30, 2020 | 44.41% |
| March 31, 2020 | 44.41% |
| February 29, 2020 | 30.06% |
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
30.06%
Minimum
Apr 2019
58.44%
Maximum
Oct 2023
45.58%
Average
44.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.66 |
| Beta (5Y) | 1.085 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.298 |
| Beta (vs YCharts Benchmark) (5Y) | 1.998 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.93% |
| Historical Sharpe Ratio (5Y) | -0.0961 |
| Historical Sortino (5Y) | -0.1171 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.58% |