SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC)

36.46 -0.05 (-0.14%) USD  |  NASDAQ  |  Jan 08, 16:00
36.46 0.00 (0.00%) After-Hours: 20:00
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NZAC Max Drawdown (5Y): 33.72% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares MSCI Kokusai ETF 34.82%
iShares Global Equity Factor ETF 34.12%
iShares MSCI Global Sustainable Development Goals 29.18%
Clough Global Equity Fund 57.30%
iShares Global 100 ETF 31.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.797
Beta (5Y) 0.9700
Alpha (vs YCharts Benchmark) (5Y) -0.3276
Beta (vs YCharts Benchmark) (5Y) 1.015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.75%
Historical Sharpe Ratio (5Y) 0.3942
Historical Sortino (5Y) 0.4248
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.08%