Global X MSCI Colombia ETF (GXG)
31.41
+0.65 (+2.11%)
USD |
NYSEARCA |
May 26, 16:00
31.41
0.00 (0.00%)
After-Hours: 20:00
GXG Max Drawdown (5Y): 62.71% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2019 | 68.35% |
| January 31, 2019 | 68.35% |
| December 31, 2018 | 68.35% |
| November 30, 2018 | 68.35% |
| October 31, 2018 | 68.35% |
| September 30, 2018 | 68.35% |
| August 31, 2018 | 68.35% |
| July 31, 2018 | 68.35% |
| June 30, 2018 | 68.35% |
| May 31, 2018 | 68.35% |
| April 30, 2018 | 68.35% |
| March 31, 2018 | 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 2017
66.71%
Average
68.35%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.329 |
| Beta (5Y) | 1.556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.80% |
| Historical Sharpe Ratio (5Y) | 0.1117 |
| Historical Sortino (5Y) | 0.1299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.99% |