VanEck Rare Earth & Strat Mtls ETF (REMX)
45.38
-0.98
(-2.11%)
USD |
NYSEARCA |
Nov 26, 14:11
REMX Max Drawdown (5Y): 71.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.84% |
| September 30, 2024 | 71.84% |
| August 31, 2024 | 71.84% |
| July 31, 2024 | 71.84% |
| June 30, 2024 | 71.84% |
| May 31, 2024 | 71.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
76.67%
Average
71.84%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Sprott Gold Miners ETF | 49.68% |
| US Global GO GOLD and Prec Mtl Mnrs ETF | 52.94% |
| iShares MSCI Global Gold Miners ETF | 52.03% |
| VanEck Gold Miners ETF | 49.79% |
| VanEck Junior Gold Miners ETF | 57.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.928 |
| Beta (5Y) | 1.466 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.209 |
| Beta (vs YCharts Benchmark) (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.75% |
| Historical Sharpe Ratio (5Y) | 0.0991 |
| Historical Sortino (5Y) | 0.1823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.27% |