Global X MSCI Colombia ETF (GXG)
25.10
-0.36
(-1.41%)
USD |
NYSEARCA |
Apr 24, 16:00
25.28
+0.18
(+0.72%)
After-Hours: 20:00
GXG Max Drawdown (5Y): 62.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
March 31, 2020 | 68.35% |
February 29, 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
Apr 2019
64.54%
Average
62.71%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI UAE ETF | 52.26% |
iShares MSCI Austria ETF | 58.10% |
Global X MSCI Norway ETF | 53.69% |
Global X MSCI Greece ETF | 59.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.81 |
Beta (5Y) | 1.437 |
Alpha (vs YCharts Benchmark) (5Y) | -19.85 |
Beta (vs YCharts Benchmark) (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.61% |
Historical Sharpe Ratio (5Y) | -0.1474 |
Historical Sortino (5Y) | -0.1732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.49% |