Global X MSCI Colombia ETF (GXG)
22.88
+0.23
(+1.02%)
USD |
NYSEARCA |
Nov 15, 16:00
22.81
-0.07
(-0.31%)
After-Hours: 20:00
GXG Max Drawdown (5Y): 62.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.71% |
| September 30, 2024 | 62.71% |
| August 31, 2024 | 62.71% |
| July 31, 2024 | 62.71% |
| June 30, 2024 | 62.71% |
| May 31, 2024 | 62.71% |
| April 30, 2024 | 62.71% |
| March 31, 2024 | 62.71% |
| February 29, 2024 | 62.71% |
| January 31, 2024 | 62.71% |
| December 31, 2023 | 62.71% |
| November 30, 2023 | 62.71% |
| October 31, 2023 | 62.71% |
| September 30, 2023 | 62.71% |
| August 31, 2023 | 62.71% |
| July 31, 2023 | 62.71% |
| June 30, 2023 | 62.71% |
| May 31, 2023 | 62.71% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
63.89%
Average
62.71%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Peru ETF | 50.95% |
| iShares MSCI Austria ETF | 58.10% |
| iShares MSCI Finland ETF | 38.61% |
| iShares MSCI Qatar ETF | 33.18% |
| iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.72 |
| Beta (5Y) | 1.378 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.374 |
| Beta (vs YCharts Benchmark) (5Y) | 1.192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.28% |
| Historical Sharpe Ratio (5Y) | -0.2045 |
| Historical Sortino (5Y) | -0.241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.49% |