Global X Gold Explorers ETF (GOEX)
31.63
-1.17
(-3.56%)
USD |
NYSEARCA |
Nov 25, 16:00
GOEX Max Drawdown (5Y): 54.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.33% |
| September 30, 2024 | 54.33% |
| August 31, 2024 | 54.33% |
| July 31, 2024 | 54.33% |
| June 30, 2024 | 54.33% |
| May 31, 2024 | 54.33% |
| April 30, 2024 | 54.33% |
| March 31, 2024 | 54.33% |
| February 29, 2024 | 54.33% |
| January 31, 2024 | 54.33% |
| December 31, 2023 | 54.33% |
| November 30, 2023 | 54.33% |
| October 31, 2023 | 54.33% |
| September 30, 2023 | 54.33% |
| August 31, 2023 | 54.33% |
| July 31, 2023 | 54.33% |
| June 30, 2023 | 54.33% |
| May 31, 2023 | 54.33% |
| April 30, 2023 | 54.33% |
| March 31, 2023 | 54.33% |
| February 28, 2023 | 54.33% |
| January 31, 2023 | 54.33% |
| December 31, 2022 | 54.33% |
| November 30, 2022 | 54.33% |
| October 31, 2022 | 54.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.33% |
| August 31, 2022 | 54.33% |
| July 31, 2022 | 54.33% |
| June 30, 2022 | 54.33% |
| May 31, 2022 | 54.33% |
| April 30, 2022 | 55.23% |
| March 31, 2022 | 55.23% |
| February 28, 2022 | 57.28% |
| January 31, 2022 | 57.28% |
| December 31, 2021 | 57.28% |
| November 30, 2021 | 57.28% |
| October 31, 2021 | 60.74% |
| September 30, 2021 | 69.45% |
| August 31, 2021 | 69.45% |
| July 31, 2021 | 69.45% |
| June 30, 2021 | 69.45% |
| May 31, 2021 | 69.45% |
| April 30, 2021 | 69.45% |
| March 31, 2021 | 72.42% |
| February 28, 2021 | 73.16% |
| January 31, 2021 | 80.26% |
| December 31, 2020 | 80.76% |
| November 30, 2020 | 87.02% |
| October 31, 2020 | 88.45% |
| September 30, 2020 | 88.45% |
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
54.33%
Minimum
May 2022
88.82%
Maximum
Nov 2019
65.07%
Average
54.78%
Median
Max Drawdown (5Y) Benchmarks
| Amplify Junior Silver Miners ETF | 70.09% |
| 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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.281 |
| Beta (5Y) | 1.330 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.733 |
| Beta (vs YCharts Benchmark) (5Y) | 1.081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.27% |
| Historical Sharpe Ratio (5Y) | 0.1382 |
| Historical Sortino (5Y) | 0.2597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.24% |