VanEck Green Bond ETF (GRNB)
23.25
-0.07
(-0.28%)
USD |
NYSEARCA |
Apr 24, 16:00
23.26
+0.01
(+0.02%)
After-Hours: 20:00
GRNB Max Drawdown (5Y): 18.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 18.08% |
| February 29, 2024 | 18.08% |
| January 31, 2024 | 18.08% |
| December 31, 2023 | 18.08% |
| November 30, 2023 | 18.08% |
| October 31, 2023 | 18.08% |
| September 30, 2023 | 18.08% |
| August 31, 2023 | 18.08% |
| July 31, 2023 | 18.08% |
| June 30, 2023 | 18.08% |
| May 31, 2023 | 18.08% |
| April 30, 2023 | 18.08% |
| March 31, 2023 | 18.08% |
| February 28, 2023 | 18.08% |
| January 31, 2023 | 18.08% |
| December 31, 2022 | 18.08% |
| November 30, 2022 | 18.08% |
| October 31, 2022 | 18.08% |
| September 30, 2022 | 16.96% |
| August 31, 2022 | 14.54% |
| July 31, 2022 | 14.54% |
| June 30, 2022 | 14.54% |
| May 31, 2022 | 12.64% |
| April 30, 2022 | 11.83% |
| March 31, 2022 | 9.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 7.73% |
| January 31, 2022 | 7.73% |
| December 31, 2021 | 7.73% |
| November 30, 2021 | 7.73% |
| October 31, 2021 | 7.73% |
| September 30, 2021 | 7.73% |
| August 31, 2021 | 7.73% |
| July 31, 2021 | 7.73% |
| June 30, 2021 | 7.73% |
| May 31, 2021 | 7.73% |
| April 30, 2021 | 7.73% |
| March 31, 2021 | 7.73% |
| February 28, 2021 | 7.73% |
| January 31, 2021 | 7.73% |
| December 31, 2020 | 7.73% |
| November 30, 2020 | 7.73% |
| October 31, 2020 | 7.73% |
| September 30, 2020 | 7.73% |
| August 31, 2020 | 7.73% |
| July 31, 2020 | 7.73% |
| June 30, 2020 | 7.73% |
| May 31, 2020 | 7.73% |
| April 30, 2020 | 7.73% |
| March 31, 2020 | 7.73% |
| February 29, 2020 | 7.73% |
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
7.73%
Minimum
Apr 2019
18.08%
Maximum
Oct 2022
11.50%
Average
7.73%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1455 |
| Beta (5Y) | 0.9095 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.052 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.86% |
| Historical Sharpe Ratio (5Y) | -0.2287 |
| Historical Sortino (5Y) | -0.3436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.77% |