iPath® Global Carbon ETN (GRNTF)
95.00
0.00 (0.00%)
USD |
OTCM |
Apr 18, 16:00
GRNTF Max Drawdown (5Y): 58.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.56% |
| February 29, 2024 | 58.56% |
| January 31, 2024 | 58.56% |
| December 31, 2023 | 58.56% |
| November 30, 2023 | 58.56% |
| October 31, 2023 | 58.56% |
| September 30, 2023 | 58.56% |
| August 31, 2023 | 58.56% |
| July 31, 2023 | 58.56% |
| June 30, 2023 | 58.56% |
| May 31, 2023 | 58.56% |
| April 30, 2023 | 58.56% |
| March 31, 2023 | 58.56% |
| February 28, 2023 | 58.56% |
| January 31, 2023 | 58.56% |
| December 31, 2022 | 58.56% |
| November 30, 2022 | 58.56% |
| October 31, 2022 | 58.56% |
| September 30, 2022 | 58.56% |
| August 31, 2022 | 58.56% |
| July 31, 2022 | 58.56% |
| June 30, 2022 | 58.56% |
| May 31, 2022 | 58.56% |
| April 30, 2022 | 58.56% |
| March 31, 2022 | 58.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.56% |
| January 31, 2022 | 58.56% |
| December 31, 2021 | 58.56% |
| November 30, 2021 | 58.56% |
| October 31, 2021 | 58.56% |
| September 30, 2021 | 67.81% |
| August 31, 2021 | 67.81% |
| July 31, 2021 | 67.81% |
| June 30, 2021 | 74.85% |
| May 31, 2021 | 74.85% |
| April 30, 2021 | 74.85% |
| March 31, 2021 | 77.52% |
| February 28, 2021 | 77.52% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 82.00% |
| November 30, 2020 | 86.27% |
| October 31, 2020 | 86.27% |
| September 30, 2020 | 86.27% |
| August 31, 2020 | 86.27% |
| July 31, 2020 | 86.27% |
| June 30, 2020 | 86.27% |
| May 31, 2020 | 86.27% |
| April 30, 2020 | 86.27% |
| March 31, 2020 | 86.27% |
| February 29, 2020 | 86.27% |
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
58.56%
Minimum
Oct 2021
86.27%
Maximum
Apr 2019
70.46%
Average
63.19%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.61 |
| Beta (5Y) | 0.4289 |
| Alpha (vs YCharts Benchmark) (5Y) | 19.61 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.72% |
| Historical Sharpe Ratio (5Y) | 0.4324 |
| Historical Sortino (5Y) | 0.8076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |