FlexShares Glbl Quality Real Estate ETF (GQRE)
54.50
+0.25
(+0.47%)
USD |
NYSEARCA |
May 03, 16:00
54.50
0.00 (0.00%)
After-Hours: 20:00
GQRE Max Drawdown (5Y): 41.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.87% |
March 31, 2024 | 41.87% |
February 29, 2024 | 41.87% |
January 31, 2024 | 41.87% |
December 31, 2023 | 41.87% |
November 30, 2023 | 41.87% |
October 31, 2023 | 41.87% |
September 30, 2023 | 41.87% |
August 31, 2023 | 41.87% |
July 31, 2023 | 41.87% |
June 30, 2023 | 41.87% |
May 31, 2023 | 41.87% |
April 30, 2023 | 41.87% |
March 31, 2023 | 41.87% |
February 28, 2023 | 41.87% |
January 31, 2023 | 41.87% |
December 31, 2022 | 41.87% |
November 30, 2022 | 41.87% |
October 31, 2022 | 41.87% |
September 30, 2022 | 41.87% |
August 31, 2022 | 41.87% |
July 31, 2022 | 41.87% |
June 30, 2022 | 41.87% |
May 31, 2022 | 41.87% |
April 30, 2022 | 41.87% |
Date | Value |
---|---|
March 31, 2022 | 41.87% |
February 28, 2022 | 41.87% |
January 31, 2022 | 41.87% |
December 31, 2021 | 41.87% |
November 30, 2021 | 41.87% |
October 31, 2021 | 41.87% |
September 30, 2021 | 41.87% |
August 31, 2021 | 41.87% |
July 31, 2021 | 41.87% |
June 30, 2021 | 41.87% |
May 31, 2021 | 41.87% |
April 30, 2021 | 41.87% |
March 31, 2021 | 41.87% |
February 28, 2021 | 41.87% |
January 31, 2021 | 41.87% |
December 31, 2020 | 41.87% |
November 30, 2020 | 41.87% |
October 31, 2020 | 41.87% |
September 30, 2020 | 41.87% |
August 31, 2020 | 41.87% |
July 31, 2020 | 41.87% |
June 30, 2020 | 41.87% |
May 31, 2020 | 41.87% |
April 30, 2020 | 41.87% |
March 31, 2020 | 41.87% |
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
13.49%
Minimum
May 2019
41.87%
Maximum
Mar 2020
37.14%
Average
41.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.91 |
Beta (5Y) | 0.9931 |
Alpha (vs YCharts Benchmark) (5Y) | -2.984 |
Beta (vs YCharts Benchmark) (5Y) | 0.9497 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.05% |
Historical Sharpe Ratio (5Y) | -0.1161 |
Historical Sortino (5Y) | -0.1189 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |