Global X MSCI Colombia ETF (GXG)
19.36
+0.28
(+1.47%)
USD |
NYSEARCA |
May 26, 16:00
19.34
-0.02
(-0.10%)
Pre-Market: 20:00
GXG Max Drawdown (5Y): 62.71% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 62.71% |
| March 31, 2023 | 62.71% |
| February 28, 2023 | 62.71% |
| January 31, 2023 | 62.71% |
| December 31, 2022 | 62.71% |
| November 30, 2022 | 62.71% |
| October 31, 2022 | 62.71% |
| September 30, 2022 | 62.71% |
| August 31, 2022 | 62.71% |
| July 31, 2022 | 62.71% |
| June 30, 2022 | 62.71% |
| May 31, 2022 | 62.71% |
| April 30, 2022 | 62.71% |
| March 31, 2022 | 62.71% |
| February 28, 2022 | 62.71% |
| January 31, 2022 | 62.71% |
| December 31, 2021 | 62.71% |
| November 30, 2021 | 62.71% |
| October 31, 2021 | 62.71% |
| September 30, 2021 | 62.71% |
| August 31, 2021 | 62.71% |
| July 31, 2021 | 62.71% |
| June 30, 2021 | 62.71% |
| May 31, 2021 | 62.71% |
| April 30, 2021 | 62.71% |
| Date | Value |
|---|---|
| March 31, 2021 | 62.71% |
| February 28, 2021 | 62.71% |
| January 31, 2021 | 62.71% |
| December 31, 2020 | 62.71% |
| November 30, 2020 | 66.09% |
| October 31, 2020 | 67.64% |
| September 30, 2020 | 68.35% |
| August 31, 2020 | 68.35% |
| July 31, 2020 | 68.35% |
| June 30, 2020 | 68.35% |
| May 31, 2020 | 68.35% |
| April 30, 2020 | 68.35% |
| March 31, 2020 | 68.35% |
| February 29, 2020 | 68.35% |
| January 31, 2020 | 68.35% |
| December 31, 2019 | 68.35% |
| November 30, 2019 | 68.35% |
| October 31, 2019 | 68.35% |
| September 30, 2019 | 68.35% |
| August 31, 2019 | 68.35% |
| July 31, 2019 | 68.35% |
| June 30, 2019 | 68.35% |
| May 31, 2019 | 68.35% |
| April 30, 2019 | 68.35% |
| March 31, 2019 | 68.35% |
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
62.71%
Minimum
Dec 2020
68.35%
Maximum
May 2018
65.58%
Average
66.86%
Median
Max Drawdown (5Y) Benchmarks
| iShares MSCI Qatar ETF | 32.94% |
| VanEck Africa ETF | 53.35% |
| iShares MSCI Israel ETF | 38.24% |
| iShares MSCI Austria ETF | 58.10% |
| Global X MSCI Norway ETF | 53.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.87 |
| Beta (5Y) | 1.479 |
| Alpha (vs YCharts Benchmark) (5Y) | -27.10 |
| Beta (vs YCharts Benchmark) (5Y) | 1.133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.64% |
| Historical Sharpe Ratio (5Y) | -0.2077 |
| Historical Sortino (5Y) | -0.2539 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |