US Global GO GOLD and Prec Mtl Mnrs ETF (GOAU)
18.74
+0.01
(+0.05%)
USD |
NYSEARCA |
Apr 24, 16:00
18.70
-0.04
(-0.21%)
After-Hours: 20:00
GOAU Max Drawdown (5Y): 52.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.94% |
| February 29, 2024 | 52.94% |
| January 31, 2024 | 52.94% |
| December 31, 2023 | 52.94% |
| November 30, 2023 | 52.94% |
| October 31, 2023 | 52.94% |
| September 30, 2023 | 52.94% |
| August 31, 2023 | 52.94% |
| July 31, 2023 | 52.94% |
| June 30, 2023 | 52.94% |
| May 31, 2023 | 52.94% |
| April 30, 2023 | 52.94% |
| March 31, 2023 | 52.94% |
| February 28, 2023 | 52.94% |
| January 31, 2023 | 52.94% |
| December 31, 2022 | 52.94% |
| November 30, 2022 | 52.94% |
| October 31, 2022 | 52.94% |
| September 30, 2022 | 52.94% |
| August 31, 2022 | 47.11% |
| July 31, 2022 | 45.30% |
| June 30, 2022 | 40.47% |
| May 31, 2022 | 39.55% |
| April 30, 2022 | 39.55% |
| March 31, 2022 | 39.55% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.55% |
| January 31, 2022 | 39.55% |
| December 31, 2021 | 39.55% |
| November 30, 2021 | 39.55% |
| October 31, 2021 | 39.55% |
| September 30, 2021 | 39.55% |
| August 31, 2021 | 39.55% |
| July 31, 2021 | 39.55% |
| June 30, 2021 | 39.55% |
| May 31, 2021 | 39.55% |
| April 30, 2021 | 39.55% |
| March 31, 2021 | 39.55% |
| February 28, 2021 | 39.55% |
| January 31, 2021 | 39.55% |
| December 31, 2020 | 39.55% |
| November 30, 2020 | 39.55% |
| October 31, 2020 | 39.55% |
| September 30, 2020 | 39.55% |
| August 31, 2020 | 39.55% |
| July 31, 2020 | 39.55% |
| June 30, 2020 | 39.55% |
| May 31, 2020 | 39.55% |
| April 30, 2020 | 39.55% |
| March 31, 2020 | 39.55% |
| February 29, 2020 | 27.50% |
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
27.50%
Minimum
Apr 2019
52.94%
Maximum
Sep 2022
41.82%
Average
39.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global X Silver Miners ETF | 63.07% |
| iShares MSCI Global Gold Miners ETF | 52.03% |
| iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
| Sprott Gold Miners ETF | 49.68% |
| VanEck Gold Miners ETF | 49.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.960 |
| Beta (5Y) | 1.175 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.700 |
| Beta (vs YCharts Benchmark) (5Y) | 1.023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.63% |
| Historical Sharpe Ratio (5Y) | 0.1736 |
| Historical Sortino (5Y) | 0.3457 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |