Global X MSCI Nigeria ETF (DELISTED) (NGE:DL)
3.74
0.00 (0.00%)
USD |
NYSEARCA |
Mar 28, 16:00
NGE:DL Max Drawdown (5Y): 75.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.70% |
February 29, 2024 | 75.70% |
January 31, 2024 | 75.70% |
December 31, 2023 | 75.70% |
November 30, 2023 | 75.70% |
October 31, 2023 | 75.70% |
September 30, 2023 | 75.70% |
August 31, 2023 | 75.70% |
July 31, 2023 | 75.70% |
June 30, 2023 | 75.70% |
May 31, 2023 | 75.70% |
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% |
Date | Value |
---|---|
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% |
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% |
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 2019
75.70%
Maximum
Apr 2020
75.63%
Average
75.70%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Global X MSCI Colombia ETF | 62.71% |
iShares Currency Hedged MSCI Germany ETF | 39.37% |
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI UAE ETF | 52.26% |
Global X MSCI Pakistan ETF (DELISTED) | 69.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.41 |
Beta (5Y) | 0.9288 |
Alpha (vs YCharts Benchmark) (5Y) | -25.38 |
Beta (vs YCharts Benchmark) (5Y) | 0.6638 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.85% |
Historical Sharpe Ratio (5Y) | -0.4537 |
Historical Sortino (5Y) | -0.6266 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.45% |