Global X NASDAQ 100 Covered Call ETF (QYLD)
18.48
-0.02 (-0.11%)
USD |
NASDAQ |
Aug 18, 16:00
18.38
-0.10 (-0.54%)
After-Hours: 06:17
QYLD Max Drawdown (5Y): 24.74% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 24.74% |
| June 30, 2022 | 24.74% |
| May 31, 2022 | 24.74% |
| April 30, 2022 | 24.74% |
| March 31, 2022 | 24.74% |
| February 28, 2022 | 24.74% |
| January 31, 2022 | 24.74% |
| December 31, 2021 | 24.74% |
| November 30, 2021 | 24.74% |
| October 31, 2021 | 24.74% |
| September 30, 2021 | 24.74% |
| August 31, 2021 | 24.74% |
| July 31, 2021 | 24.74% |
| June 30, 2021 | 24.74% |
| May 31, 2021 | 24.74% |
| April 30, 2021 | 24.74% |
| March 31, 2021 | 24.74% |
| February 28, 2021 | 24.74% |
| January 31, 2021 | 24.74% |
| December 31, 2020 | 24.74% |
| November 30, 2020 | 24.74% |
| October 31, 2020 | 24.74% |
| September 30, 2020 | 24.74% |
| August 31, 2020 | 24.74% |
| July 31, 2020 | 24.74% |
| Date | Value |
|---|---|
| June 30, 2020 | 24.74% |
| May 31, 2020 | 24.74% |
| April 30, 2020 | 24.74% |
| March 31, 2020 | 24.74% |
| February 29, 2020 | 18.90% |
| January 31, 2020 | 18.90% |
| December 31, 2019 | 18.90% |
| November 30, 2019 | 18.90% |
| October 31, 2019 | 18.90% |
| September 30, 2019 | 18.90% |
| August 31, 2019 | 18.90% |
| July 31, 2019 | 18.90% |
| June 30, 2019 | 18.90% |
| May 31, 2019 | 18.90% |
| April 30, 2019 | 18.90% |
| March 31, 2019 | 18.90% |
| February 28, 2019 | 18.90% |
| January 31, 2019 | 18.90% |
| December 31, 2018 | 18.90% |
| November 30, 2018 | 11.25% |
| October 31, 2018 | 11.25% |
| September 30, 2018 | 11.25% |
| August 31, 2018 | 11.25% |
| July 31, 2018 | 11.25% |
| June 30, 2018 | 11.25% |
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
11.25%
Minimum
Aug 2017
24.74%
Maximum
Mar 2020
19.68%
Average
18.90%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.659 |
| Beta (5Y) | 0.6737 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.61% |
| Historical Sharpe Ratio (5Y) | 0.4238 |
| Historical Sortino (5Y) | 0.4353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.15% |