Arrow Dow Jones Global Yield ETF (GYLD)
12.49
+0.14
(+1.13%)
USD |
NYSEARCA |
Jun 08, 16:00
12.30
-0.18
(-1.48%)
After-Hours: 20:00
GYLD Max Drawdown (5Y): 50.07% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 50.07% |
| April 30, 2023 | 50.07% |
| March 31, 2023 | 50.07% |
| February 28, 2023 | 50.07% |
| January 31, 2023 | 50.07% |
| December 31, 2022 | 50.07% |
| November 30, 2022 | 50.07% |
| October 31, 2022 | 50.07% |
| September 30, 2022 | 50.07% |
| August 31, 2022 | 50.07% |
| July 31, 2022 | 50.07% |
| June 30, 2022 | 50.07% |
| May 31, 2022 | 50.07% |
| April 30, 2022 | 50.07% |
| March 31, 2022 | 50.07% |
| February 28, 2022 | 50.07% |
| January 31, 2022 | 50.07% |
| December 31, 2021 | 50.07% |
| November 30, 2021 | 50.07% |
| October 31, 2021 | 50.07% |
| September 30, 2021 | 50.07% |
| August 31, 2021 | 50.07% |
| July 31, 2021 | 50.07% |
| June 30, 2021 | 50.07% |
| May 31, 2021 | 50.07% |
| Date | Value |
|---|---|
| April 30, 2021 | 50.07% |
| March 31, 2021 | 50.07% |
| February 28, 2021 | 50.07% |
| January 31, 2021 | 50.07% |
| December 31, 2020 | 50.07% |
| November 30, 2020 | 50.07% |
| October 31, 2020 | 50.07% |
| September 30, 2020 | 50.07% |
| August 31, 2020 | 50.07% |
| July 31, 2020 | 50.07% |
| June 30, 2020 | 50.07% |
| May 31, 2020 | 50.07% |
| April 30, 2020 | 50.07% |
| March 31, 2020 | 50.07% |
| February 29, 2020 | 41.53% |
| January 31, 2020 | 41.53% |
| December 31, 2019 | 41.53% |
| November 30, 2019 | 41.53% |
| October 31, 2019 | 41.53% |
| September 30, 2019 | 41.53% |
| August 31, 2019 | 41.53% |
| July 31, 2019 | 41.53% |
| June 30, 2019 | 41.53% |
| May 31, 2019 | 41.53% |
| April 30, 2019 | 41.53% |
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
41.53%
Minimum
Jun 2018
50.07%
Maximum
Mar 2020
47.08%
Average
50.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.45 |
| Beta (5Y) | 0.9487 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.986 |
| Beta (vs YCharts Benchmark) (5Y) | 1.867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.93% |
| Historical Sharpe Ratio (5Y) | 0.0117 |
| Historical Sortino (5Y) | 0.0121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.92% |