SPDR® S&P Global Natural Resources ETF (GNR)
57.68
+0.20
(+0.35%)
USD |
NYSEARCA |
Apr 17, 16:00
57.67
-0.01
(-0.02%)
After-Hours: 20:00
GNR Max Drawdown (5Y): 48.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.61% |
February 29, 2024 | 48.61% |
January 31, 2024 | 48.61% |
December 31, 2023 | 48.61% |
November 30, 2023 | 48.61% |
October 31, 2023 | 48.61% |
September 30, 2023 | 48.61% |
August 31, 2023 | 48.61% |
July 31, 2023 | 48.61% |
June 30, 2023 | 48.61% |
May 31, 2023 | 48.61% |
April 30, 2023 | 48.61% |
March 31, 2023 | 48.61% |
February 28, 2023 | 48.61% |
January 31, 2023 | 48.61% |
December 31, 2022 | 48.61% |
November 30, 2022 | 48.61% |
October 31, 2022 | 48.61% |
September 30, 2022 | 48.61% |
August 31, 2022 | 48.61% |
July 31, 2022 | 48.61% |
June 30, 2022 | 48.61% |
May 31, 2022 | 48.61% |
April 30, 2022 | 48.61% |
March 31, 2022 | 48.61% |
Date | Value |
---|---|
February 28, 2022 | 48.61% |
January 31, 2022 | 48.61% |
December 31, 2021 | 48.61% |
November 30, 2021 | 48.61% |
October 31, 2021 | 48.61% |
September 30, 2021 | 48.61% |
August 31, 2021 | 48.61% |
July 31, 2021 | 48.61% |
June 30, 2021 | 48.61% |
May 31, 2021 | 48.61% |
April 30, 2021 | 48.61% |
March 31, 2021 | 48.61% |
February 28, 2021 | 48.61% |
January 31, 2021 | 48.61% |
December 31, 2020 | 48.61% |
November 30, 2020 | 49.13% |
October 31, 2020 | 51.38% |
September 30, 2020 | 51.38% |
August 31, 2020 | 51.38% |
July 31, 2020 | 51.38% |
June 30, 2020 | 51.38% |
May 31, 2020 | 51.38% |
April 30, 2020 | 51.38% |
March 31, 2020 | 51.38% |
February 29, 2020 | 51.38% |
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
48.61%
Minimum
Dec 2020
51.38%
Maximum
Apr 2019
49.50%
Average
48.61%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.392 |
Beta (5Y) | 1.080 |
Alpha (vs YCharts Benchmark) (5Y) | -2.432 |
Beta (vs YCharts Benchmark) (5Y) | 0.7791 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.36% |
Historical Sharpe Ratio (5Y) | 0.2559 |
Historical Sortino (5Y) | 0.3099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.70% |