Global X NASDAQ 100 Covered Call ETF (QYLD)

18.72 -0.08 (-0.43%) USD  |  NASDAQ  |  Dec 27, 16:00
18.72 0.00 (0.00%) After-Hours: 20:00
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QYLD Max Drawdown (5Y): 24.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Eaton Vance Enhanced Equity Income Fund II 41.12%
Eaton Vance Tax-mgd Dvsf Eq Inc Fd 42.40%
Global X Nasdaq 100 Covered Call & Growth ETF --
Global X NASDAQ 100 Risk Managed Income ETF --
JPMorgan Nasdaq Equity Premium Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.852
Beta (5Y) 0.6521
Alpha (vs YCharts Benchmark) (5Y) -1.269
Beta (vs YCharts Benchmark) (5Y) 0.3973
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.84%
Historical Sharpe Ratio (5Y) 0.3274
Historical Sortino (5Y) 0.3348
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.49%