VanEck Rare Earth & Strat Mtls ETF (REMX)
54.62
-0.62
(-1.12%)
USD |
NYSEARCA |
May 10, 16:00
54.62
0.00 (0.00%)
After-Hours: 20:00
REMX Max Drawdown (5Y): 71.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.84% |
March 31, 2024 | 71.84% |
February 29, 2024 | 71.84% |
January 31, 2024 | 71.84% |
December 31, 2023 | 71.84% |
November 30, 2023 | 71.84% |
October 31, 2023 | 71.84% |
September 30, 2023 | 71.84% |
August 31, 2023 | 71.84% |
July 31, 2023 | 71.84% |
June 30, 2023 | 71.84% |
May 31, 2023 | 71.84% |
April 30, 2023 | 71.84% |
March 31, 2023 | 71.84% |
February 28, 2023 | 71.84% |
January 31, 2023 | 71.84% |
December 31, 2022 | 71.84% |
November 30, 2022 | 71.84% |
October 31, 2022 | 71.84% |
September 30, 2022 | 71.84% |
August 31, 2022 | 71.84% |
July 31, 2022 | 71.84% |
June 30, 2022 | 71.84% |
May 31, 2022 | 71.84% |
April 30, 2022 | 71.84% |
Date | Value |
---|---|
March 31, 2022 | 71.84% |
February 28, 2022 | 71.84% |
January 31, 2022 | 71.84% |
December 31, 2021 | 71.84% |
November 30, 2021 | 71.84% |
October 31, 2021 | 72.95% |
September 30, 2021 | 74.13% |
August 31, 2021 | 76.80% |
July 31, 2021 | 77.17% |
June 30, 2021 | 77.17% |
May 31, 2021 | 77.17% |
April 30, 2021 | 77.17% |
March 31, 2021 | 79.34% |
February 28, 2021 | 83.24% |
January 31, 2021 | 84.08% |
December 31, 2020 | 84.97% |
November 30, 2020 | 88.35% |
October 31, 2020 | 88.48% |
September 30, 2020 | 88.48% |
August 31, 2020 | 88.48% |
July 31, 2020 | 88.48% |
June 30, 2020 | 88.48% |
May 31, 2020 | 88.48% |
April 30, 2020 | 88.48% |
March 31, 2020 | 88.48% |
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
71.84%
Minimum
Nov 2021
88.48%
Maximum
May 2019
78.34%
Average
72.39%
Median
Max Drawdown (5Y) Benchmarks
iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
Invesco Global Water ETF | 35.78% |
Global X Silver Miners ETF | 63.07% |
VanEck Uranium & Nuclear ETF | 34.35% |
VanEck Junior Gold Miners ETF | 59.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.578 |
Beta (5Y) | 1.426 |
Alpha (vs YCharts Benchmark) (5Y) | -6.185 |
Beta (vs YCharts Benchmark) (5Y) | 0.9026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.13% |
Historical Sharpe Ratio (5Y) | 0.0829 |
Historical Sortino (5Y) | 0.1497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |