abrdn Physical Palladium Shares ETF (PALL)
87.15
+1.01
(+1.17%)
USD |
NYSEARCA |
May 03, 16:00
87.00
-0.15
(-0.17%)
After-Hours: 20:00
PALL Max Drawdown (5Y): 73.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.01% |
March 31, 2024 | 73.01% |
February 29, 2024 | 73.01% |
January 31, 2024 | 71.29% |
December 31, 2023 | 70.70% |
November 30, 2023 | 69.72% |
October 31, 2023 | 65.51% |
September 30, 2023 | 62.66% |
August 31, 2023 | 62.11% |
July 31, 2023 | 61.55% |
June 30, 2023 | 61.52% |
May 31, 2023 | 57.19% |
April 30, 2023 | 56.78% |
March 31, 2023 | 56.78% |
February 28, 2023 | 55.73% |
January 31, 2023 | 49.26% |
December 31, 2022 | 47.71% |
November 30, 2022 | 46.80% |
October 31, 2022 | 46.80% |
September 30, 2022 | 46.80% |
August 31, 2022 | 46.80% |
July 31, 2022 | 46.80% |
June 30, 2022 | 46.80% |
May 31, 2022 | 46.80% |
April 30, 2022 | 46.80% |
Date | Value |
---|---|
March 31, 2022 | 46.80% |
February 28, 2022 | 46.80% |
January 31, 2022 | 46.80% |
December 31, 2021 | 46.80% |
November 30, 2021 | 45.65% |
October 31, 2021 | 45.65% |
September 30, 2021 | 45.65% |
August 31, 2021 | 45.65% |
July 31, 2021 | 45.65% |
June 30, 2021 | 45.65% |
May 31, 2021 | 45.65% |
April 30, 2021 | 45.65% |
March 31, 2021 | 45.65% |
February 28, 2021 | 45.65% |
January 31, 2021 | 45.65% |
December 31, 2020 | 45.65% |
November 30, 2020 | 47.05% |
October 31, 2020 | 48.40% |
September 30, 2020 | 48.40% |
August 31, 2020 | 48.40% |
July 31, 2020 | 48.40% |
June 30, 2020 | 48.40% |
May 31, 2020 | 48.40% |
April 30, 2020 | 48.40% |
March 31, 2020 | 48.40% |
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
45.65%
Minimum
Dec 2020
73.01%
Maximum
Feb 2024
51.59%
Average
48.40%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Invesco DB Base Metals | 37.97% |
Invesco DB Precious Metals | 28.36% |
United States Copper Index | 38.42% |
iShares Silver Trust | 42.81% |
SPDR® Gold Shares | 22.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.93 |
Beta (5Y) | 0.4467 |
Alpha (vs YCharts Benchmark) (5Y) | -11.93 |
Beta (vs YCharts Benchmark) (5Y) | 0.4467 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.46% |
Historical Sharpe Ratio (5Y) | -0.266 |
Historical Sortino (5Y) | -0.4232 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.70% |