ALPS O'Shares Glbl Internet Gnts ETF (OGIG)
38.08
+0.46
(+1.22%)
USD |
BATS |
Mar 18, 16:00
38.10
+0.02
(+0.05%)
Pre-Market: 20:00
OGIG Max Drawdown (5Y): 66.05% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 66.05% |
January 31, 2024 | 66.05% |
December 31, 2023 | 66.05% |
November 30, 2023 | 66.05% |
October 31, 2023 | 66.05% |
September 30, 2023 | 66.05% |
August 31, 2023 | 66.05% |
July 31, 2023 | 66.05% |
June 30, 2023 | 66.05% |
May 31, 2023 | 66.05% |
April 30, 2023 | 66.05% |
March 31, 2023 | 66.05% |
February 28, 2023 | 66.05% |
January 31, 2023 | 66.05% |
December 31, 2022 | 66.05% |
November 30, 2022 | 66.05% |
October 31, 2022 | 63.13% |
September 30, 2022 | 60.25% |
August 31, 2022 | 59.97% |
July 31, 2022 | 59.97% |
June 30, 2022 | 59.97% |
May 31, 2022 | 59.97% |
April 30, 2022 | 51.49% |
March 31, 2022 | 50.46% |
February 28, 2022 | 42.40% |
Date | Value |
---|---|
January 31, 2022 | 39.89% |
December 31, 2021 | 31.57% |
November 30, 2021 | 31.57% |
October 31, 2021 | 31.57% |
September 30, 2021 | 31.57% |
August 31, 2021 | 31.57% |
July 31, 2021 | 31.57% |
June 30, 2021 | 31.57% |
May 31, 2021 | 31.57% |
April 30, 2021 | 31.57% |
March 31, 2021 | 31.57% |
February 28, 2021 | 31.57% |
January 31, 2021 | 31.57% |
December 31, 2020 | 31.57% |
November 30, 2020 | 31.57% |
October 31, 2020 | 31.57% |
September 30, 2020 | 31.57% |
August 31, 2020 | 31.57% |
July 31, 2020 | 31.57% |
June 30, 2020 | 31.57% |
May 31, 2020 | 31.57% |
April 30, 2020 | 31.57% |
March 31, 2020 | 31.57% |
February 29, 2020 | 31.57% |
January 31, 2020 | 31.57% |
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
31.57%
Minimum
Mar 2019
66.05%
Maximum
Nov 2022
44.63%
Average
31.57%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.006 |
Beta (5Y) | 1.070 |
Alpha (vs YCharts Benchmark) (5Y) | -13.98 |
Beta (vs YCharts Benchmark) (5Y) | 0.9495 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.68% |
Historical Sharpe Ratio (5Y) | 0.3895 |
Historical Sortino (5Y) | 0.5837 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |