Global X Gold Explorers ETF (GOEX)
26.97
-0.10
(-0.38%)
USD |
NYSEARCA |
May 03, 16:00
26.68
-0.29
(-1.08%)
After-Hours: 20:00
GOEX Max Drawdown (5Y): 54.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 88.45% |
| July 31, 2020 | 88.45% |
| June 30, 2020 | 88.45% |
| May 31, 2020 | 88.59% |
| April 30, 2020 | 88.82% |
| March 31, 2020 | 88.82% |
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
May 2019
68.52%
Average
59.01%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.419 |
| Beta (5Y) | 1.305 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.866 |
| Beta (vs YCharts Benchmark) (5Y) | 1.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.94% |
| Historical Sharpe Ratio (5Y) | 0.1356 |
| Historical Sortino (5Y) | 0.2607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.24% |