Global X MSCI Nigeria ETF (NGE)
8.45
-0.02
(-0.22%)
USD |
NYSEARCA |
May 26, 16:00
8.45
0.00 (0.00%)
After-Hours: 06:30
NGE Max Drawdown (5Y): 75.70% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 75.70% |
| March 31, 2023 | 75.70% |
| February 28, 2023 | 75.70% |
| January 31, 2023 | 75.70% |
| December 31, 2022 | 75.70% |
| November 30, 2022 | 75.70% |
| October 31, 2022 | 75.70% |
| September 30, 2022 | 75.70% |
| August 31, 2022 | 75.70% |
| July 31, 2022 | 75.70% |
| June 30, 2022 | 75.70% |
| May 31, 2022 | 75.70% |
| April 30, 2022 | 75.70% |
| March 31, 2022 | 75.70% |
| February 28, 2022 | 75.70% |
| January 31, 2022 | 75.70% |
| December 31, 2021 | 75.70% |
| November 30, 2021 | 75.70% |
| October 31, 2021 | 75.70% |
| September 30, 2021 | 75.70% |
| August 31, 2021 | 75.70% |
| July 31, 2021 | 75.70% |
| June 30, 2021 | 75.70% |
| May 31, 2021 | 75.70% |
| April 30, 2021 | 75.70% |
| Date | Value |
|---|---|
| March 31, 2021 | 75.70% |
| February 28, 2021 | 75.70% |
| January 31, 2021 | 75.70% |
| December 31, 2020 | 75.70% |
| November 30, 2020 | 75.70% |
| October 31, 2020 | 75.70% |
| September 30, 2020 | 75.70% |
| August 31, 2020 | 75.70% |
| July 31, 2020 | 75.70% |
| June 30, 2020 | 75.70% |
| May 31, 2020 | 75.70% |
| April 30, 2020 | 75.70% |
| March 31, 2020 | 75.33% |
| February 29, 2020 | 75.33% |
| January 31, 2020 | 75.33% |
| December 31, 2019 | 75.33% |
| November 30, 2019 | 75.33% |
| October 31, 2019 | 75.33% |
| September 30, 2019 | 75.33% |
| August 31, 2019 | 75.33% |
| July 31, 2019 | 75.33% |
| June 30, 2019 | 75.33% |
| May 31, 2019 | 75.33% |
| April 30, 2019 | 75.33% |
| March 31, 2019 | 75.33% |
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
75.33%
Minimum
May 2018
75.70%
Maximum
Apr 2020
75.56%
Average
75.70%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Global X MSCI Pakistan ETF | 69.88% |
| Global X MSCI Colombia ETF | 62.71% |
| Global X MSCI Greece ETF | 71.16% |
| Global X MSCI Argentina ETF | 61.68% |
| Global X MSCI Portugal ETF | 42.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.33 |
| Beta (5Y) | 0.7437 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.98 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.13% |
| Historical Sharpe Ratio (5Y) | -0.2184 |
| Historical Sortino (5Y) | -0.3401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |