Global X MSCI Portugal ETF (PGAL)
10.32
0.00 (0.00%)
USD |
NYSEARCA |
Mar 05, 16:00
PGAL Max Drawdown (5Y): 42.63% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 29, 2024 | 42.63% |
| January 31, 2024 | 42.63% |
| December 31, 2023 | 42.63% |
| November 30, 2023 | 42.63% |
| October 31, 2023 | 42.63% |
| September 30, 2023 | 42.63% |
| August 31, 2023 | 42.63% |
| July 31, 2023 | 42.63% |
| June 30, 2023 | 42.63% |
| May 31, 2023 | 42.63% |
| April 30, 2023 | 42.63% |
| March 31, 2023 | 42.63% |
| February 28, 2023 | 42.63% |
| January 31, 2023 | 42.63% |
| December 31, 2022 | 42.63% |
| November 30, 2022 | 42.63% |
| October 31, 2022 | 42.63% |
| September 30, 2022 | 42.63% |
| August 31, 2022 | 42.63% |
| July 31, 2022 | 42.63% |
| June 30, 2022 | 42.63% |
| May 31, 2022 | 42.63% |
| April 30, 2022 | 42.63% |
| March 31, 2022 | 42.63% |
| February 28, 2022 | 42.63% |
| Date | Value |
|---|---|
| January 31, 2022 | 42.63% |
| December 31, 2021 | 43.42% |
| November 30, 2021 | 44.20% |
| October 31, 2021 | 44.57% |
| September 30, 2021 | 46.81% |
| August 31, 2021 | 47.56% |
| July 31, 2021 | 47.56% |
| June 30, 2021 | 47.56% |
| May 31, 2021 | 47.56% |
| April 30, 2021 | 47.56% |
| March 31, 2021 | 48.54% |
| February 28, 2021 | 48.54% |
| January 31, 2021 | 48.54% |
| December 31, 2020 | 48.54% |
| November 30, 2020 | 49.41% |
| October 31, 2020 | 49.53% |
| September 30, 2020 | 49.53% |
| August 31, 2020 | 49.53% |
| July 31, 2020 | 49.53% |
| June 30, 2020 | 49.53% |
| May 31, 2020 | 49.53% |
| April 30, 2020 | 49.53% |
| March 31, 2020 | 49.53% |
| February 29, 2020 | 49.53% |
| January 31, 2020 | 49.53% |
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
42.63%
Minimum
Jan 2022
49.53%
Maximum
Apr 2019
45.93%
Average
46.81%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.154 |
| Beta (5Y) | 1.066 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.15 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.21% |
| Historical Sharpe Ratio (5Y) | 0.0245 |
| Historical Sortino (5Y) | 0.0306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.22% |