Clough Global Equity Fund (GLQ)
6.82
+0.01
(+0.15%)
USD |
NYAM |
Nov 25, 16:00
6.82
0.00 (0.00%)
After-Hours: 17:24
GLQ Max Drawdown (5Y): 57.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.30% |
| September 30, 2024 | 57.30% |
| August 31, 2024 | 57.30% |
| July 31, 2024 | 57.30% |
| June 30, 2024 | 57.30% |
| May 31, 2024 | 57.30% |
| April 30, 2024 | 57.30% |
| March 31, 2024 | 57.30% |
| February 29, 2024 | 57.30% |
| January 31, 2024 | 57.30% |
| December 31, 2023 | 57.30% |
| November 30, 2023 | 57.30% |
| October 31, 2023 | 57.30% |
| September 30, 2023 | 55.80% |
| August 31, 2023 | 55.80% |
| July 31, 2023 | 55.80% |
| June 30, 2023 | 55.80% |
| May 31, 2023 | 55.80% |
| April 30, 2023 | 55.80% |
| March 31, 2023 | 55.80% |
| February 28, 2023 | 54.03% |
| January 31, 2023 | 52.80% |
| December 31, 2022 | 51.75% |
| November 30, 2022 | 51.66% |
| October 31, 2022 | 51.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.01% |
| August 31, 2022 | 45.20% |
| July 31, 2022 | 45.20% |
| June 30, 2022 | 45.20% |
| May 31, 2022 | 45.20% |
| April 30, 2022 | 45.20% |
| March 31, 2022 | 45.20% |
| February 28, 2022 | 45.20% |
| January 31, 2022 | 45.20% |
| December 31, 2021 | 45.20% |
| November 30, 2021 | 45.20% |
| October 31, 2021 | 45.20% |
| September 30, 2021 | 45.20% |
| August 31, 2021 | 45.20% |
| July 31, 2021 | 45.20% |
| June 30, 2021 | 45.20% |
| May 31, 2021 | 45.20% |
| April 30, 2021 | 45.20% |
| March 31, 2021 | 45.20% |
| February 28, 2021 | 45.20% |
| January 31, 2021 | 45.20% |
| December 31, 2020 | 45.20% |
| November 30, 2020 | 45.20% |
| October 31, 2020 | 45.20% |
| September 30, 2020 | 45.20% |
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
32.98%
Minimum
Nov 2019
57.30%
Maximum
Oct 2023
48.94%
Average
45.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.995 |
| Beta (5Y) | 1.108 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.09 |
| Beta (vs YCharts Benchmark) (5Y) | 1.165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.00% |
| Historical Sharpe Ratio (5Y) | -0.0448 |
| Historical Sortino (5Y) | -0.0553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.86% |