Global X MSCI Pakistan ETF (PAK)
16.79
0.00 (0.00%)
USD |
NYSEARCA |
Mar 05, 16:00
PAK Max Drawdown (5Y): 69.88% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 69.88% |
January 31, 2024 | 69.88% |
December 31, 2023 | 69.88% |
November 30, 2023 | 69.88% |
October 31, 2023 | 69.88% |
September 30, 2023 | 69.88% |
August 31, 2023 | 69.88% |
July 31, 2023 | 69.88% |
June 30, 2023 | 69.88% |
May 31, 2023 | 69.88% |
April 30, 2023 | 69.88% |
March 31, 2023 | 69.88% |
February 28, 2023 | 69.88% |
January 31, 2023 | 69.88% |
December 31, 2022 | 69.88% |
November 30, 2022 | 69.88% |
October 31, 2022 | 69.88% |
September 30, 2022 | 69.88% |
August 31, 2022 | 69.88% |
July 31, 2022 | 69.88% |
June 30, 2022 | 69.88% |
May 31, 2022 | 69.88% |
April 30, 2022 | 69.88% |
March 31, 2022 | 69.88% |
February 28, 2022 | 69.88% |
Date | Value |
---|---|
January 31, 2022 | 69.88% |
December 31, 2021 | 69.88% |
November 30, 2021 | 69.88% |
October 31, 2021 | 69.88% |
September 30, 2021 | 69.88% |
August 31, 2021 | 69.88% |
July 31, 2021 | 69.88% |
June 30, 2021 | 69.88% |
May 31, 2021 | 69.88% |
April 30, 2021 | 69.88% |
March 31, 2021 | 69.88% |
February 28, 2021 | 69.88% |
January 31, 2021 | 69.88% |
December 31, 2020 | 69.88% |
November 30, 2020 | 69.88% |
October 31, 2020 | 69.88% |
September 30, 2020 | 69.88% |
August 31, 2020 | 69.88% |
July 31, 2020 | 69.88% |
June 30, 2020 | 69.88% |
May 31, 2020 | 69.88% |
April 30, 2020 | 69.88% |
March 31, 2020 | 69.88% |
February 29, 2020 | 66.01% |
January 31, 2020 | 66.01% |
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
51.50%
Minimum
Apr 2019
69.88%
Maximum
Mar 2020
68.62%
Average
69.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global X MSCI Colombia ETF | 62.71% |
Global X MSCI Nigeria ETF (DELISTED) | 75.70% |
iShares Currency Hedged MSCI Germany ETF | 39.37% |
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.43 |
Beta (5Y) | 0.7522 |
Alpha (vs YCharts Benchmark) (5Y) | -19.17 |
Beta (vs YCharts Benchmark) (5Y) | 0.6528 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.66% |
Historical Sharpe Ratio (5Y) | -0.3768 |
Historical Sortino (5Y) | -0.5568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |