Global X Millennials Consumer ETF (MILN)
38.22
-0.25
(-0.65%)
USD |
NASDAQ |
May 10, 16:00
38.22
0.00 (0.00%)
After-Hours: 19:20
MILN Max Drawdown (5Y): 44.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.40% |
March 31, 2024 | 44.40% |
February 29, 2024 | 44.40% |
January 31, 2024 | 44.40% |
December 31, 2023 | 44.40% |
November 30, 2023 | 44.40% |
October 31, 2023 | 44.40% |
September 30, 2023 | 44.40% |
August 31, 2023 | 44.40% |
July 31, 2023 | 44.40% |
June 30, 2023 | 44.40% |
May 31, 2023 | 44.40% |
April 30, 2023 | 44.40% |
March 31, 2023 | 44.40% |
February 28, 2023 | 44.40% |
January 31, 2023 | 44.40% |
December 31, 2022 | 44.40% |
November 30, 2022 | 44.40% |
October 31, 2022 | 44.20% |
September 30, 2022 | 43.80% |
August 31, 2022 | 43.80% |
July 31, 2022 | 43.80% |
June 30, 2022 | 43.80% |
May 31, 2022 | 40.18% |
April 30, 2022 | 37.38% |
Date | Value |
---|---|
March 31, 2022 | 37.38% |
February 28, 2022 | 37.38% |
January 31, 2022 | 37.38% |
December 31, 2021 | 37.38% |
November 30, 2021 | 37.38% |
October 31, 2021 | 37.38% |
September 30, 2021 | 37.38% |
August 31, 2021 | 37.38% |
July 31, 2021 | 37.38% |
June 30, 2021 | 37.38% |
May 31, 2021 | 37.38% |
April 30, 2021 | 37.38% |
March 31, 2021 | 37.38% |
February 28, 2021 | 37.38% |
January 31, 2021 | 37.38% |
December 31, 2020 | 37.38% |
November 30, 2020 | 37.38% |
October 31, 2020 | 37.38% |
September 30, 2020 | 37.38% |
August 31, 2020 | 37.38% |
July 31, 2020 | 37.38% |
June 30, 2020 | 37.38% |
May 31, 2020 | 37.38% |
April 30, 2020 | 37.38% |
March 31, 2020 | 37.38% |
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
21.70%
Minimum
May 2019
44.40%
Maximum
Nov 2022
37.46%
Average
37.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.179 |
Beta (5Y) | 1.254 |
Alpha (vs YCharts Benchmark) (5Y) | -9.230 |
Beta (vs YCharts Benchmark) (5Y) | 1.112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.31% |
Historical Sharpe Ratio (5Y) | 0.2584 |
Historical Sortino (5Y) | 0.3329 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.03% |