Global X Genomics & Biotechnology ETF (GNOM)
9.69
-0.51
(-5.00%)
USD |
NASDAQ |
Nov 15, 14:49
GNOM Max Drawdown (5Y): 68.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.54% |
| September 30, 2024 | 68.54% |
| August 31, 2024 | 68.54% |
| July 31, 2024 | 68.54% |
| June 30, 2024 | 68.54% |
| May 31, 2024 | 68.54% |
| April 30, 2024 | 68.54% |
| March 31, 2024 | 68.54% |
| February 29, 2024 | 68.54% |
| January 31, 2024 | 68.54% |
| December 31, 2023 | 68.54% |
| November 30, 2023 | 68.54% |
| October 31, 2023 | 68.54% |
| September 30, 2023 | 63.88% |
| August 31, 2023 | 61.77% |
| July 31, 2023 | 61.77% |
| June 30, 2023 | 61.77% |
| May 31, 2023 | 61.77% |
| April 30, 2023 | 61.77% |
| March 31, 2023 | 61.77% |
| February 28, 2023 | 61.77% |
| January 31, 2023 | 61.77% |
| December 31, 2022 | 61.77% |
| November 30, 2022 | 61.77% |
| October 31, 2022 | 61.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.77% |
| August 31, 2022 | 61.77% |
| July 31, 2022 | 61.77% |
| June 30, 2022 | 61.77% |
| May 31, 2022 | 61.16% |
| April 30, 2022 | 54.31% |
| March 31, 2022 | 52.19% |
| February 28, 2022 | 47.71% |
| January 31, 2022 | 46.77% |
| December 31, 2021 | 35.36% |
| November 30, 2021 | 35.36% |
| October 31, 2021 | 35.36% |
| September 30, 2021 | 35.36% |
| August 31, 2021 | 35.36% |
| July 31, 2021 | 35.36% |
| June 30, 2021 | 35.36% |
| May 31, 2021 | 35.36% |
| April 30, 2021 | 35.36% |
| March 31, 2021 | 35.36% |
| February 28, 2021 | 35.36% |
| January 31, 2021 | 35.36% |
| December 31, 2020 | 35.36% |
| November 30, 2020 | 35.36% |
| October 31, 2020 | 35.36% |
| September 30, 2020 | 35.36% |
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
21.60%
Minimum
Nov 2019
68.54%
Maximum
Oct 2023
50.13%
Average
57.73%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.08 |
| Beta (5Y) | 1.142 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.28 |
| Beta (vs YCharts Benchmark) (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.38% |
| Historical Sharpe Ratio (5Y) | -0.211 |
| Historical Sortino (5Y) | -0.3585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.38% |