Global X Lithium & Battery Tech ETF (LIT)
61.90
+0.34
(+0.55%)
USD |
NYSEARCA |
May 26, 16:00
62.00
+0.10
(+0.16%)
After-Hours: 20:00
LIT Max Drawdown (5Y): 53.89% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 53.89% |
| March 31, 2023 | 53.89% |
| February 28, 2023 | 53.89% |
| January 31, 2023 | 53.89% |
| December 31, 2022 | 53.89% |
| November 30, 2022 | 53.89% |
| October 31, 2022 | 53.89% |
| September 30, 2022 | 53.89% |
| August 31, 2022 | 53.89% |
| July 31, 2022 | 53.89% |
| June 30, 2022 | 53.89% |
| May 31, 2022 | 53.89% |
| April 30, 2022 | 53.89% |
| March 31, 2022 | 53.89% |
| February 28, 2022 | 53.89% |
| January 31, 2022 | 53.89% |
| December 31, 2021 | 53.89% |
| November 30, 2021 | 53.89% |
| October 31, 2021 | 53.89% |
| September 30, 2021 | 53.89% |
| August 31, 2021 | 53.89% |
| July 31, 2021 | 53.89% |
| June 30, 2021 | 53.89% |
| May 31, 2021 | 53.89% |
| April 30, 2021 | 53.89% |
| Date | Value |
|---|---|
| March 31, 2021 | 53.89% |
| February 28, 2021 | 53.89% |
| January 31, 2021 | 53.89% |
| December 31, 2020 | 53.89% |
| November 30, 2020 | 59.88% |
| October 31, 2020 | 59.88% |
| September 30, 2020 | 59.88% |
| August 31, 2020 | 59.88% |
| July 31, 2020 | 59.88% |
| June 30, 2020 | 60.70% |
| May 31, 2020 | 61.27% |
| April 30, 2020 | 61.27% |
| March 31, 2020 | 61.27% |
| February 29, 2020 | 61.27% |
| January 31, 2020 | 61.27% |
| December 31, 2019 | 61.27% |
| November 30, 2019 | 61.27% |
| October 31, 2019 | 61.27% |
| September 30, 2019 | 61.27% |
| August 31, 2019 | 61.27% |
| July 31, 2019 | 61.27% |
| June 30, 2019 | 61.27% |
| May 31, 2019 | 61.27% |
| April 30, 2019 | 61.27% |
| March 31, 2019 | 61.27% |
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
53.89%
Minimum
Dec 2020
61.27%
Maximum
May 2018
57.58%
Average
59.88%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| First Trust Materials AlphaDEX® ETF | 49.41% |
| Vanguard Materials ETF | 41.14% |
| Global X Uranium ETF | 64.86% |
| VanEck Agribusiness ETF | 36.75% |
| Vanguard Consumer Discretionary ETF | 39.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.452 |
| Beta (5Y) | 1.233 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0072 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.80% |
| Historical Sharpe Ratio (5Y) | 0.5143 |
| Historical Sortino (5Y) | 0.8223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |