Global X MSCI Pakistan ETF (PAK)
12.72
0.00 (0.00%)
USD |
NYSEARCA |
May 26, 16:00
12.75
+0.03
(+0.24%)
After-Hours: 20:00
PAK Max Drawdown (5Y): 69.88% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| December 31, 2019 | 66.01% |
| November 30, 2019 | 66.01% |
| October 31, 2019 | 66.01% |
| September 30, 2019 | 66.01% |
| August 31, 2019 | 66.01% |
| July 31, 2019 | 62.81% |
| June 30, 2019 | 60.09% |
| May 31, 2019 | 57.63% |
| April 30, 2019 | 51.50% |
| March 31, 2019 | 51.50% |
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
35.28%
Minimum
May 2018
69.88%
Maximum
Mar 2020
64.24%
Average
69.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global X MSCI Nigeria ETF | 75.70% |
| 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) | -21.68 |
| Beta (5Y) | 0.8187 |
| Alpha (vs YCharts Benchmark) (5Y) | -29.00 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7021 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.99% |
| Historical Sharpe Ratio (5Y) | -0.6169 |
| Historical Sortino (5Y) | -0.9057 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.87% |