Global X MLP & Energy Infrastructure ETF (MLPX)
49.11
-0.20
(-0.41%)
USD |
NYSEARCA |
Apr 26, 10:52
MLPX Max Drawdown (5Y): 68.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 68.97% |
| June 30, 2020 | 68.97% |
| May 31, 2020 | 68.97% |
| April 30, 2020 | 68.97% |
| March 31, 2020 | 68.97% |
| February 29, 2020 | 55.69% |
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
Apr 2019
68.97%
Maximum
Mar 2020
66.54%
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 | 90.55% |
| First Trust North Amer Engy InfrasETF | 43.61% |
| ClearBridge Energy MLP Total Return Fund | 94.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.608 |
| Beta (5Y) | 1.266 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.310 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.02% |
| Historical Sharpe Ratio (5Y) | 0.2689 |
| Historical Sortino (5Y) | 0.2901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |