Global X MLP ETF (MLPA)
50.63
+0.06
(+0.12%)
USD |
NYSEARCA |
Nov 26, 11:30
MLPA Max Drawdown (5Y): 76.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.90% |
| September 30, 2024 | 76.90% |
| August 31, 2024 | 76.90% |
| July 31, 2024 | 76.90% |
| June 30, 2024 | 76.90% |
| May 31, 2024 | 76.90% |
| April 30, 2024 | 76.90% |
| March 31, 2024 | 76.90% |
| February 29, 2024 | 76.90% |
| January 31, 2024 | 76.90% |
| December 31, 2023 | 76.90% |
| November 30, 2023 | 76.90% |
| October 31, 2023 | 76.90% |
| September 30, 2023 | 76.90% |
| August 31, 2023 | 76.90% |
| July 31, 2023 | 76.90% |
| June 30, 2023 | 76.90% |
| May 31, 2023 | 76.90% |
| April 30, 2023 | 76.90% |
| March 31, 2023 | 76.90% |
| February 28, 2023 | 76.90% |
| January 31, 2023 | 76.90% |
| December 31, 2022 | 76.90% |
| November 30, 2022 | 76.90% |
| October 31, 2022 | 76.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.90% |
| August 31, 2022 | 76.90% |
| July 31, 2022 | 76.90% |
| June 30, 2022 | 76.90% |
| May 31, 2022 | 76.90% |
| April 30, 2022 | 76.90% |
| March 31, 2022 | 76.90% |
| February 28, 2022 | 76.90% |
| January 31, 2022 | 76.90% |
| December 31, 2021 | 76.90% |
| November 30, 2021 | 76.90% |
| October 31, 2021 | 76.90% |
| September 30, 2021 | 76.90% |
| August 31, 2021 | 76.90% |
| July 31, 2021 | 76.90% |
| June 30, 2021 | 76.90% |
| May 31, 2021 | 76.90% |
| April 30, 2021 | 76.90% |
| March 31, 2021 | 76.90% |
| February 28, 2021 | 76.90% |
| January 31, 2021 | 76.90% |
| December 31, 2020 | 76.90% |
| November 30, 2020 | 76.90% |
| October 31, 2020 | 76.90% |
| September 30, 2020 | 76.90% |
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
53.90%
Minimum
Nov 2019
76.90%
Maximum
Mar 2020
75.37%
Average
76.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.194 |
| Beta (5Y) | 1.373 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.702 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.54% |
| Historical Sharpe Ratio (5Y) | 0.179 |
| Historical Sortino (5Y) | 0.1809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.38% |