Global X Genomics & Biotechnology ETF (GNOM)

9.84 -0.14 (-1.38%) USD  |  NASDAQ  |  Dec 27, 16:00
9.84 0.00 (0.00%) After-Hours: 20:00
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GNOM Max Drawdown (5Y): 68.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global X Aging Population ETF 30.58%
ROBO Global Healthcare Technology & Innovation ETF 57.50%
Global X Telemedicine & Digital Health ETF --
Invesco Biotechnology & Genome ETF 37.84%
Virtus LifeSci Biotech Clinical Trials ETF 72.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.73
Beta (5Y) 1.125
Alpha (vs YCharts Benchmark) (5Y) -18.05
Beta (vs YCharts Benchmark) (5Y) 1.158
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.46%
Historical Sharpe Ratio (5Y) -0.2829
Historical Sortino (5Y) -0.4814
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.38%