SPDR® S&P Global Natural Resources ETF (GNR)
53.85
-0.07
(-0.13%)
USD |
NYSEARCA |
Nov 15, 16:00
53.79
-0.06
(-0.11%)
After-Hours: 20:00
GNR Max Drawdown (5Y): 48.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.61% |
| September 30, 2024 | 48.61% |
| August 31, 2024 | 48.61% |
| July 31, 2024 | 48.61% |
| June 30, 2024 | 48.61% |
| May 31, 2024 | 48.61% |
| April 30, 2024 | 48.61% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
49.17%
Average
48.61%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.852 |
| Beta (5Y) | 1.040 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.276 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9664 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.05% |
| Historical Sharpe Ratio (5Y) | 0.2475 |
| Historical Sortino (5Y) | 0.2986 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.99% |