Global X MLP & Energy Infrastructure ETF (MLPX)
57.05
+0.60
(+1.06%)
USD |
NYSEARCA |
Nov 04, 16:00
57.67
+0.62
(+1.09%)
After-Hours: 20:00
MLPX Max Drawdown (5Y): 68.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 68.97% |
| August 31, 2024 | 68.97% |
| July 31, 2024 | 68.97% |
| June 30, 2024 | 68.97% |
| May 31, 2024 | 68.97% |
| April 30, 2024 | 68.97% |
| March 31, 2024 | 68.97% |
| February 29, 2024 | 68.97% |
| January 31, 2024 | 68.97% |
| December 31, 2023 | 68.97% |
| November 30, 2023 | 68.97% |
| October 31, 2023 | 68.97% |
| September 30, 2023 | 68.97% |
| August 31, 2023 | 68.97% |
| July 31, 2023 | 68.97% |
| June 30, 2023 | 68.97% |
| May 31, 2023 | 68.97% |
| April 30, 2023 | 68.97% |
| March 31, 2023 | 68.97% |
| February 28, 2023 | 68.97% |
| January 31, 2023 | 68.97% |
| December 31, 2022 | 68.97% |
| November 30, 2022 | 68.97% |
| October 31, 2022 | 68.97% |
| September 30, 2022 | 68.97% |
| Date | Value |
|---|---|
| August 31, 2022 | 68.97% |
| July 31, 2022 | 68.97% |
| June 30, 2022 | 68.97% |
| May 31, 2022 | 68.97% |
| April 30, 2022 | 68.97% |
| March 31, 2022 | 68.97% |
| February 28, 2022 | 68.97% |
| January 31, 2022 | 68.97% |
| December 31, 2021 | 68.97% |
| November 30, 2021 | 68.97% |
| October 31, 2021 | 68.97% |
| September 30, 2021 | 68.97% |
| August 31, 2021 | 68.97% |
| July 31, 2021 | 68.97% |
| June 30, 2021 | 68.97% |
| May 31, 2021 | 68.97% |
| April 30, 2021 | 68.97% |
| March 31, 2021 | 68.97% |
| February 28, 2021 | 68.97% |
| January 31, 2021 | 68.97% |
| December 31, 2020 | 68.97% |
| November 30, 2020 | 68.97% |
| October 31, 2020 | 68.97% |
| September 30, 2020 | 68.97% |
| August 31, 2020 | 68.97% |
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
55.69%
Minimum
Nov 2019
68.97%
Maximum
Mar 2020
68.07%
Average
68.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alerian MLP ETF | 75.26% |
| Global X MLP ETF | 76.90% |
| Kayne Anderson Energy Infrastructure Fund, Inc | 92.81% |
| First Trust North Amer Engy InfrasETF | 43.61% |
| Alerian Energy Infrastructure ETF | 64.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.214 |
| Beta (5Y) | 1.299 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.990 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7697 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.61% |
| Historical Sharpe Ratio (5Y) | 0.3787 |
| Historical Sortino (5Y) | 0.3772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.44% |