FlexShares Mstar Glbl Upstrm Nat Res ETF (GUNR)
36.82
-0.06 (-0.16%)
USD |
Mar 08, 17:00
GUNR Max Drawdown (5Y): 43.04% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2021 | 43.04% |
January 31, 2021 | 43.04% |
December 31, 2020 | 43.04% |
November 30, 2020 | 43.08% |
October 31, 2020 | 45.72% |
September 30, 2020 | 45.72% |
August 31, 2020 | 45.72% |
July 31, 2020 | 45.72% |
June 30, 2020 | 45.72% |
May 31, 2020 | 45.72% |
April 30, 2020 | 45.72% |
March 31, 2020 | 45.72% |
February 29, 2020 | 45.72% |
January 31, 2020 | 45.72% |
December 31, 2019 | 45.72% |
November 30, 2019 | 45.72% |
October 31, 2019 | 45.72% |
September 30, 2019 | 45.72% |
August 31, 2019 | 45.72% |
July 31, 2019 | 45.72% |
June 30, 2019 | 45.72% |
May 31, 2019 | 45.72% |
April 30, 2019 | 45.72% |
March 31, 2019 | 45.72% |
February 28, 2019 | 45.72% |
Date | Value |
---|---|
January 31, 2019 | 45.72% |
December 31, 2018 | 45.72% |
November 30, 2018 | 45.72% |
October 31, 2018 | 45.72% |
September 30, 2018 | 45.72% |
August 31, 2018 | 45.72% |
July 31, 2018 | 45.72% |
June 30, 2018 | 45.72% |
May 31, 2018 | 45.72% |
April 30, 2018 | 45.72% |
March 31, 2018 | 45.72% |
February 28, 2018 | 45.72% |
January 31, 2018 | 45.72% |
December 31, 2017 | 45.72% |
November 30, 2017 | 45.72% |
October 31, 2017 | 45.72% |
September 30, 2017 | 45.72% |
August 31, 2017 | 45.72% |
July 31, 2017 | 45.72% |
June 30, 2017 | 45.72% |
May 31, 2017 | 45.72% |
April 30, 2017 | 45.72% |
March 31, 2017 | 45.72% |
February 28, 2017 | 45.72% |
January 31, 2017 | 45.72% |
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
43.04%
Minimum
Dec 2020
45.72%
Maximum
Mar 2016
45.54%
Average
45.72%
Median
Mar 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.228 |
Beta (5Y) | 1.137 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.49% |
Historical Sharpe Ratio (5Y) | 0.6376 |
Historical Sortino (5Y) | 0.7049 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.86% |