Global X NASDAQ 100 Covered Call ETF (QYLD)
17.34
-0.05
(-0.29%)
USD |
NASDAQ |
Apr 25, 12:56
QYLD Max Drawdown (5Y): 24.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 24.74% |
February 29, 2024 | 24.74% |
January 31, 2024 | 24.74% |
December 31, 2023 | 24.74% |
November 30, 2023 | 24.74% |
October 31, 2023 | 24.74% |
September 30, 2023 | 24.74% |
August 31, 2023 | 24.74% |
July 31, 2023 | 24.74% |
June 30, 2023 | 24.74% |
May 31, 2023 | 24.74% |
April 30, 2023 | 24.74% |
March 31, 2023 | 24.74% |
February 28, 2023 | 24.74% |
January 31, 2023 | 24.74% |
December 31, 2022 | 24.74% |
November 30, 2022 | 24.74% |
October 31, 2022 | 24.74% |
September 30, 2022 | 24.74% |
August 31, 2022 | 24.74% |
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% |
Date | Value |
---|---|
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% |
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% |
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
18.90%
Minimum
Apr 2019
24.74%
Maximum
Mar 2020
23.67%
Average
24.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.418 |
Beta (5Y) | 0.6685 |
Alpha (vs YCharts Benchmark) (5Y) | -3.505 |
Beta (vs YCharts Benchmark) (5Y) | 0.668 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.87% |
Historical Sharpe Ratio (5Y) | 0.3569 |
Historical Sortino (5Y) | 0.3659 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.49% |