Global X Russell 2000 Covered Call ETF (RYLD)

16.55 -0.08 (-0.48%) USD  |  NYSEARCA  |  Dec 27, 16:00
16.54 0.00 (0.00%) Pre-Market: 20:00
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RYLD Max Drawdown (5Y): 41.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Global X S&P 500 Covered Call ETF 33.44%
Global X NASDAQ 100 Covered Call ETF 24.74%
Global X Russell 2000 Covered Call & Growth ETF --
Nuveen NASDAQ 100 Dynamic Overwrite Fund 35.78%
ProShares Russell 2000 High Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.663
Beta (5Y) 0.7353
Alpha (vs YCharts Benchmark) (5Y) -6.439
Beta (vs YCharts Benchmark) (5Y) 0.4926
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.00%
Historical Sharpe Ratio (5Y) 0.0609
Historical Sortino (5Y) 0.0517
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.76%